I have been receiving requests to release the Python code I wrote to produce the financial network discussed in my previous post titled PSE Correlation-Based Network. Well, here it is! 🙂
In this blog post, I explore the use of networks (minimum spanning trees), as presented by Bonanno et al. in 2003, to quantify relationships of assets listed in the Philippine Stock Exchange.
I generated a word cloud from the tweets generated by key traders (Philippine market) and finance people in the Philippines for the whole month of August. I have not done any other … Continue reading
My friend and I had a chat earlier today. He was asking how one can earn in the PSE if the basuras are off-season? Adrenaline junkie! 😉 “What if we’re … Continue reading
In December 2013, the country’s first exchange-traded fund (ETF), the First Metro Philippine Equity ETF Inc (FMETF), debuted on the Philippine Stock Exchange (PSE). What is this? What does this … Continue reading
It is worth noting that for every x(%) of your capital C lost, you need to gain y(%) of your new total equity value v, where y=[x/(1-x)], to gain back … Continue reading
Current Watchlist: BLOOM (Bloomberry Resorts Corp), MWC (Manila Water Co Inc), COSCO (Cosco Capital Inc), LPZ (Lopez Holdings Corp) The dataset is only for the period 01-05 July 2013. This … Continue reading