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Seppala edited this page Jul 8, 2011 · 1 revision

1. Correlations between stocks with NYSE data (Hadoop Java)

(Hack/Reduce 2 Toronto)

https://github.com/thebigjc/HackReduce

Check out the presentation on Vimeo

Jordan Christiansen (Kobo, @thebigjc)

Jordan analyzed the correlations of every single stock pair on NYSE. The data started at 0.5 gb and expanded to 250gb when the pairs and prices had bee created. A linear regression was then run for the dataset ending up with 4M pairs. Some interesting correlations were found and Jordan ended up with a huge list of correlated stocks.