The GICS logical structure is remarkably good and amendable to simple but powerful customized lower level logic. This post continues the discussion from S&P 1500 GICS Codes. IT is not considered research and development by either Wall Street Broker Dealers or the myriad small financial data firms on the web catering to amateurs. Consequently, the… Continue reading Moving Through The GICS Structure With Excel VBA
Category: Methodology
S&P 1500 GICS Codes
Using the xlq2 Com interface to Norgate Data and VBA, a spreadsheet showing current S&P 1500 components can be built in 3 to 5 seconds. MV$B - Market value in billions = shares outstanding * closing price. Most of the time market value of a common stock is the same as market capitalization. MV is… Continue reading S&P 1500 GICS Codes
Using GICS With Excel VBA
All serious investors and traders are vitally interested in creating lists of stocks that have something in common. Industry classification or taxonomy is a major concern of the major financial data players who have invested a lot of money in these things over the years. The Global Industry Classification Standard (GICS) was developed in 1999… Continue reading Using GICS With Excel VBA
Basics Of Stock Return Analysis
For the last several years, I've been developing the concept of finite state stock return analysis. There are a bunch of excellent ways to implement this type of methodology. I've been specifically looking at dividing the market day into two finite states.
Stock Charts With Excel
I'm hoping to start regular commentary again, and thinking about ways to share my VBA code. SPY began the day in the pocket formed by the 20 and 50 day SMA. This would a nice time for a move to challenge those two topping tails. Recently, I've been working with the Excel chart object, which… Continue reading Stock Charts With Excel
11/5/21 SOXL and Other Leveraged Bulls
The widely expected September weakness and turnaround in October actually happened. The weakness was quite mild while the strength was extraordinary. SOXL made a double bottom, consolidated for a week or so on the sunny side of the 54 day SMA, and then almost doubled from October lows.. Seems like the imbeciles that bought Evergrande… Continue reading 11/5/21 SOXL and Other Leveraged Bulls
10/22/21 The Homestretch, New Articles
Looks like they all lived happily ever after once the pretty reverse head and shoulders formed. A man with a rope around his neck doesn't always hang. This rally has been heavily favoring OC. You can tell by the white candles. Two new articles are on SeekingAlpha: Fifty Shades of DeviationQYLD And XYLD: Low-Risk, High-Return… Continue reading 10/22/21 The Homestretch, New Articles
7/29/21 13% in 6 Months
xSig is Octal now. The hex number checked for profit over the entire lookback. That might be worth knowing, but for making decisions today, that seems to double complexity for no great analytical benefit. The median natural log return for the major players was 0.13. Median return was also 0.13 for the Sectors. Same story… Continue reading 7/29/21 13% in 6 Months
7/14/21 xSig Article
State Space-Time, The Finite Frontier was published on SeekingAlpha yesterday. It discusses the concept of a state space which is part of a rather obscure area of game theory, which seems related to my research. It introduces a state performance matrix derived from the structured lookback. The xFBD on the top line means is the… Continue reading 7/14/21 xSig Article
5/13/21 Cycle Analysis 3x Bulls
Today is the first day in the Lower cycle in at least the last 31 days. The single descent to the Middle cycle before yesterday was contained there. The two xHL days occurred consecutively last week, the second one being the first candle of the two day sucker rally into the weekend. Ordinarily we would… Continue reading 5/13/21 Cycle Analysis 3x Bulls