A Byte of my 2.2-lb Brain

Just sharing stuff…

Building Financial Networks

I have been receiving requests to release the Python code I wrote to produce the financial network discussed in my previous post titled PSE Correlation-Based Network. Well, here it is! 🙂

August 24, 2016 · 1 Comment

PSE Correlation-Based Network

In this blog post, I explore the use of networks (minimum spanning trees), as presented by Bonanno et al. in 2003, to quantify relationships of assets listed in the Philippine Stock Exchange.

August 16, 2016 · 2 Comments

D&L Industries, Inc. (DNL)

DNL is one stock that has everyone asking if it has already bottomed out (short-term). Many like the stock as it really hadn’t disappointed investors (not until very recently anyway)—the … Continue reading

October 19, 2015 · Leave a comment

Tweeting PSE Traders

I generated a word cloud from the tweets generated by key traders (Philippine market) and finance people in the Philippines for the whole month of August. I have not done any other … Continue reading

September 1, 2015 · Leave a comment

Traders Tweeting: Time Series & Social Network

Hourly distribution of tweets from a sample of PSE traders across a week. Peaks are at the 10th hour of each day, of course 🙂 Below is a reply network of … Continue reading

November 2, 2014 · Leave a comment

Blue Chips or Basura

My friend and I had a chat earlier today. He was asking how one can earn in the PSE if the basuras are off-season? Adrenaline junkie! 😉 “What if we’re … Continue reading

November 1, 2014 · Leave a comment

ETFs and FMETF

In December 2013, the country’s first exchange-traded fund (ETF), the First Metro Philippine Equity ETF Inc (FMETF), debuted on the Philippine Stock Exchange (PSE). What is this? What does this … Continue reading

September 13, 2014 · 2 Comments