Building Financial Networks
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! 🙂
PSE Correlation-Based Network
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.
D&L Industries, Inc. (DNL)
DNL is one stock that has everyone asking if it has already bottomed out (short-term). Many like the stock as it really hadn’t disappointed investors (not until very recently anyway)—the … Continue reading
Tweeting PSE Traders
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
Traders Tweeting: Time Series & Social Network
Hourly distribution of tweets from a sample of PSE traders across a week. Peaks are at the 10th hour of each day, of course 🙂 Below is a reply network of … Continue reading
Blue Chips or Basura
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
ETFs and FMETF
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
Gaining back the losses
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
Who’s Buying? Who’s Selling?
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
Of bears, bulls, and brokers
It had been awhile since I made any transaction on my trading account; but last two trading days ago, I started buying again. I am not sure if that was … Continue reading
