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XLRE is Cyclical? Don’t Diversify Your Health Care exposure with Materials Stocks? HUH?!

May 23, 2019

Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions
Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions

 

  • We did a study of how the different SPDR Select Sector ETFs have performed this year AND how they have been interacting with each other
  • Now, you know we JUST love our AI models, so to do this exercises, we decided to use a basic K-Mean clustering approach
  • Why K-Means you might ask?  It is a commonly used AI model that looks at non-linear relationship to see whether certain are more related than may appear form vanilla statistical model
  • Your takeaway here: sometimes correlations don’t tell the whole truth!

 

We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.
We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.

 

K-Means Clustering - S&P Sector

k means

 

 

 

Global Top Stock IdeasTOP LONG & TOP SHORT STOCK IDEAS FOR GLOBAL MARKETSMONTHLY TOP IDEAS FROM OUR MULTI-FACTOR QUANTITATIVE MODELS
Global Top Stock IdeasTOP LONG & TOP SHORT STOCK IDEAS FOR GLOBAL MARKETSMONTHLY TOP IDEAS FROM OUR MULTI-FACTOR QUANTITATIVE MODELS