Posts filed under “Data Analysis”

Volatility ReAwakens

Here’s an excerpt from today’s market commentary regarding prior one day high percentage sell offs:

Tuesday’s 400 plus point drop was a wake up call. Let’s
take a look at the most recent periods of major 3%+ sell offs, to see what the
markets did subsequently.

Note that single
variable comparisons
are rarely valid; we prefer to control for multiple
factors rather than looking for just one single element as being determinative
of what the markets are likely to do in the future. Note also that these three
periods were part of the secular Bull Market of 1982-2000, and also reflect the
final bubble expansion of the NASDAQ. However, we thought readers might find
these studies of 1997, 1998 and 2000 as somewhat instructive:

1997 Market (Thai Baht / Asian Contagion)1997_asian_contagion

1998 Market (LTCM)

2000 Market (Tech and Telecom Peak)

Category: Data Analysis, Markets, Psychology, Technical Analysis

China’s Market Cap? Don’t Ask!

Category: Data Analysis, Markets, Psychology

Around the World in 24 Hours

Category: Data Analysis, Investing, Markets

Margin Levels Hit New Record

Category: Data Analysis, Investing, Markets, Psychology

CPI: Precision ex-Accuracy

Category: Data Analysis, Economy, Federal Reserve, Inflation

More fun with Real Estate Maps

I mentioned Neighberoo in this weekend’s linkfest. Here’s a few fascinating series of Real Estate related maps :

Collateral Risk


Home Prices

Foreclosure ActivityForeclosure_activity

Note that these are a product of integrating Google Maps with housing and population data.

Read More

Category: Data Analysis, Real Estate

Single-family Home Starts and Recessions

Category: Data Analysis, Economy, Real Estate

Subprime Market Datapoints

Category: Data Analysis, Economy, Real Estate

How Do You Define Your Reality?

Category: Data Analysis, Earnings, Federal Reserve, Investing, Markets, Psychology

Revisiting GDP

Category: Data Analysis, Economy