In the next couple of days, The Bubble Index will have calculated a 153, 256, and 512 day window for almost 600 stocks and around 30 indices, currencies, and commodities. With all this data I will be testing the relationship between the index and price movements. My hypothesis: The Bubble Index predicts monthly price movements (up or down) of 20% or higher more than 21 days in advance of the movement.
Category: Uncategorized
Update
2/28/2014 – The month of February ended with a complete change in the PDF display graphs, which I think will greatly improve the visual quality of the information being displayed.
Some updates on the site as of Today:
- Automatic retrieval and update of all stocks, currencies, and indices complete (all updated to 02/25/2014)
- Added 2520 day windows for the DJIA and SP500
- Added 5040 day windows for the DJIA and SP500 (these, by themselves, took the entire week)
Update
The Bubble Index has been run on all S&P 500 stocks and 19 currencies! Try it now.
Also, I have added daily price data to the PDF files. The next goal is to complete The Bubble Index for about 15 currency exchange rates. (NOTE: DONE)
The next goal is to code the automatic grab of daily data and update the index values for daily updates.
Update
There are now about 400 stocks updated to January 3, 2014. Go here to download the graphs. The goal of 500 should be reached by Feb. 15.
Update
There are now about 300 stocks updated to January 3, 2014. Go here to download the graphs.
All Major Indices Updated
All bubble indices in the Index category have been updated to 2014-01-08. Just go to the site and click Try It.
Updated Site
I spent the last few weeks developing a new website with Play Framework. Hosted by Red Hat via Openshift, The Bubble Index now allows anyone to download the most recent PDF on various indices, stocks, currencies, and commodities. However, only about fifty PDF files are published on the website as of January 7th; most are a few months old. I now have all the daily data in the correct format (thanks to the yahoo RUBY GEM and lots of BASH scripts) to be ran through The Bubble Index application. In the next few weeks, I should be able to upload a Bubble Index for all the S&P 500 stocks.
The goal of the site is to host all 500 S&P stocks, 15 major indices, 10 currencies and 10 commodities; which are all updated at least once a week.
New Site
Created new site devoted to The Bubble Index.