principal component analysis

February 13th, 2015, 09:35 PM

good morning everyone

I'm doing a principal components analysis of the US market, canadian and Italian. financial services sectors, oil and gas and technology.

I would like to know if you can kindly suggest me what can be the market movers of these areas (also in general) or sites / materials where I can find the information.

thank you very much for your cooperation.

February 27th, 2015, 12:38 AM

I would suggest looking at the sector ETFs and looking at the highest weighted holdings is probably a good start.

April 11th, 2015, 08:50 AM

Hi,

I have done similar sought of analysis for indian stock market, Can you please review this attachment and let me know if my understanding of PCA is correct ?

If you have any link where it's explained in more simpler way for stocks can you please share with me.

principal component analysis

Discussion in Stocks and ETFs

principal component analysis