Minimum Spanning Trees Update: YTD Stock Market Correlations

Today we added four new Minimum Spanning Trees to SliceMatrix:

  1. S&P 400 MST based on the correlation matrix of daily log changes from 1/1/2015 to  6/30/2015
  2. S&P 500 MST based on the correlation matrix of daily log changes from 1/1/2015 to  6/30/2015
  3. S&P 600 MST based on the correlation matrix of daily log changes from 1/1/2015 to  6/30/2015
  4. NASDAQ 100 MST based on the correlation matrix of daily log changes from 1/1/2015 to  6/30/2015

We have uploaded a video preview of the new additions to the SliceMatrix dataset:

It’s interesting to note is how much cooling in stock market returns the latest visualizations reflect. Comparing these latest trees to those generated from previous datasets shows a marked slow-down in momentum as stocks have grinded sideways this year.

To check out the fun for yourself, visit our SliceMatrix signup page.

Network Graph from SliceMatrix

Network Graph from SliceMatrix

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