Let’s start by loading the data into memory first. The data is per minute stock prices for the SNP500 bucket for the 10 days prior to 17 Dec. This means we have 390 x 10 so about 3900 rows per stock. This, however, is not absolutely true since some data has holes in it – […]
An intuitive interpretation for PCA results
Introduction I recently was able to get my hands on raw stock prices data (open, high, low, close and volume) for the Standard And Poor’s 500 index (SNP500). The data was for each stock in the SNP500 bucket (actually 504 stocks since some of the stocks are listed twice for different types of shares issued) […]