External Research

A while ago I was bored and decided to see if there were any patterns in the Australian Stock Exchange and in Saturday night Gold Lotto. While I found almost no patterns in the Gold Lotto, I did find some definite patterns in the stock market and in the major money markets. You can download my ASX200 stock market and Gold Lotto matrix files from here. You will need Microsoft Excel to view them.

The matrix has had the noise removed and relations drawn together by decomposing and extracting the eigenvectors. The following images show the relationships between Commonwealth Bank(CBA), Goodman Fielder Food Services(GMF), and National Australia Bank(NAB) and other stocks and indices. I have highlighted any number greater than or equal to 0.98 in red, but numbers less than this can indicate a strong correlation as well. Note: This data only goes up to 05/04/02 so it is a bit out of date. If you want the latest data contact me at kingjd@gmail.com and I will send it to you.