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Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio
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Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio

  #41 (permalink)
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GoldenRatio View Post
@Neo1 I am wondering if you would do me a favor and create a RRG chart for some or all of the following symbols:

PANW, ALXN, FB, VDSI, MTSI, SWKS, CELG, EA, CAVM, SMCI, CMPR, ILMN, ULTA, PKG, CBG, KMX, SHW, CYBR, LCI, AKRX, IPGP.

I'd like to see if I can determine what JdK is using to rank the stocks. If I discover the ranking method, I will share back with the thread.

Great Idea @GoldenRatio!

Hope @Neo1 can share the data!
I will have it coded in Python. When it's ready I will share the Python code as well.

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  #42 (permalink)
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GoldenRatio View Post
@Neo1 I am wondering if you would do me a favor and create a RRG chart for some or all of the following symbols:

PANW, ALXN, FB, VDSI, MTSI, SWKS, CELG, EA, CAVM, SMCI, CMPR, ILMN, ULTA, PKG, CBG, KMX, SHW, CYBR, LCI, AKRX, IPGP.

I'd like to see if I can determine what JdK is using to rank the stocks. If I discover the ranking method, I will share back with the thread.

Don't take this the wrong way, i'm not trying to be an asshole. However I can't share charts in a public domain for the purpose of you attempting to reverse engineer the Algo Julius has created. Sharing with the knowledge of your intent could make me also liable for any potential intellectual property/ copyright infringements against you.

I suggest you either purchase the RRG module from Julius, or email him yourself for an alternative solution/ arrangement.

For the record I have no affiliation with Julius or RRG(TM)- I just value his work, therefore i'm showing him some courtesy.

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  #43 (permalink)
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Hi all, I'm a newbie here who stumbled upon this thread while trying to decode the same formula myself.

I don't know the answer yet, but I think a good clue is given in the document linked by Big Mike in the very first post here. On page 10 is says "Raw RS values (sec A/sec B) are like apples and oranges they cannot be compared".

On page 11 he goes on to show a table where "STOXX sectors (19) ranked by RS-Ratio vs STOXX 600"
My feeling, as yet unproven, is that it is a percentile ranking linked to groups of stocks in the STOXX 600 group, ranking of what still unknown though.

It would need more data from a known date to prove out for sure.

I don't subscribe to any data source that gives me access to RRGs (hence my interest to create my own equivalent) but I do use Stockopedia's Stock Ranks (can't post a link as I am new here) which give every stock a 0-100 rating which is "inspired by that of James O'Shaugnessy who in the 4th edition of the classic "What Works on Wall St" built composite factors based on averaging the rankings of various ratios for every company in the market"

Let's keep at this task, I'm sure as more people hunt for the answer the code will be cracked.

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  #44 (permalink)
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GoldenRatio View Post
@Neo1 I am wondering if you would do me a favor and create a RRG chart for some or all of the following symbols:

PANW, ALXN, FB, VDSI, MTSI, SWKS, CELG, EA, CAVM, SMCI, CMPR, ILMN, ULTA, PKG, CBG, KMX, SHW, CYBR, LCI, AKRX, IPGP.

I'd like to see if I can determine what JdK is using to rank the stocks. If I discover the ranking method, I will share back with the thread.

@GoldenRatio,
Please let me know if this is enough. Otherwise let me know what you need to determine the code.

Attached Thumbnails
Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio-rrg.png  
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  #45 (permalink)
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donedge View Post
@GoldenRatio,
Please let me know if this is enough. Otherwise let me know what you need to determine the code.

@GoldenRatio,
Here is another charts comparing
EWA,EWC,EWD,EWG,EWH,EWI,EWJ,EWK,EWL,EWM,EWN,EWO,EWP,EWQ,EWS,EWU,EWW,EWZ

with SPY

Attached Thumbnails
Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio-rrg-spyvscountries.png  
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  #46 (permalink)
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donedge View Post
@GoldenRatio,
Here is another charts comparing
EWA,EWC,EWD,EWG,EWH,EWI,EWJ,EWK,EWL,EWM,EWN,EWO,EWP,EWQ,EWS,EWU,EWW,EWZ

with SPY


@GoldenRatio,
Another with weekly data.

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  #47 (permalink)
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donedge View Post
@GoldenRatio,
Please let me know if this is enough. Otherwise let me know what you need to determine the code.

@donedge It looks like you grabbed weekly data mid-week and mid-day? To ensure we are using the same data as Stockcharts (and to make life easier,) I think it is better to do another grab over the weekend to ensure the weekly data uses Friday's close price. Can you create another screen capture on Saturday and repost then?

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  #48 (permalink)
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GoldenRatio View Post
@donedge It looks like you grabbed weekly data mid-week and mid-day? To ensure we are using the same data as Stockcharts (and to make life easier,) I think it is better to do another grab over the weekend to ensure the weekly data uses Friday's close price. Can you create another screen capture on Saturday and repost then?

@GoldenRatio,

Sorry, here is for todays close (uses daily data now), I bet this will be enough.

Attached Thumbnails
Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio-rrg-goldenratio1.png   Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio-rrg-goldenratio2.png  
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  #49 (permalink)
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donedge View Post
@GoldenRatio,

Sorry, here is for todays close (uses daily data now), I bet this will be enough.

@donedge Thanks for the information. I gave it a shot but noticed things are not looking right.

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So I went back to the indexes. As you can see the NASD is right on, the NYA should pull down more and the DJA end of tail looks all wrong.

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I did some web hunting and it looks like JdK changed the smoothing so I'd bet there are now different MA's (e.g., SMA, EMA, etc.) on Stockcharts than before?

In the end it doesn't matter what smoothing/MA/etc. are used as long as they are consistent across the entire data set.

Good luck with your programming - I have moved on from exercise!

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  #50 (permalink)
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RRG - Relative Rotation Graphs are a registered TM !!


Hi all,

I stumbled upon this thread and noticed people are trying to reverse engineer the algorithms to re-create Relative Rotation Graphs which I first created back in 2004 and got embedded in Bloomberg professional terminals in 2011. Let me first say that it's flattering to see people trying to copy something you have created and I cannot stop anybody playing around in their own back-yard.

However, having said that, from a business perspective I need to point out to you that the visualisation methodology of Relative Rotation Graphs (RRGs) is protected by copyright law and so is the Intellectual Property of the algorithms for the indicators they use. Finally, RRG/Relative Rotation Graphs are also an internationally registered Trademark.

So I would like to ask all of you to respect the ownership of these materials as well as the rights of RRG Research' current (Bloomberg, Thomson Reuters, Market Analyst and StockCharts.com) and future business partners, there more in the pipe-line.

If you happen to find anything or copy (some of) the ingredients then please keep it to yourself and refrain from sharing them in public.

Needless to say that any commercial use or exploitation is strictly limited to licensees of RRG Research. In case you are interested in anything like that please do get in touch with me and let me know what you would like to do. We are keen to get more exposure for RRGs, we won't bite and we are very reasonable. Our licensees get access to our API which will take care of the back-end number crunching and we have a script available to render the graphs (including animation of the rotation and a few other controls) on a website or a web-based platform.

In case you would like to get in touch with me just drop me a message here or on my regular email, I did not shut myself off from the rest of the world (on the contrary, the door is open) and I am happy to talk to people with the same interests. In the end of the day I love the dynamics of the financial markets and a quant/technical approach to them but I also have to keep an eye on the business interests of RRG Research which I hope you will understand and respect.

Julius de Kempenaer

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