Complex System Similarity - Stock Markets

 


Derivatives Modified The Natural Structure of Independent Traded Stock
Many stocks are correlated with each other; it could be that they are correlated  by sector or by design ?


This is a snapshot of a few correlated stocks within the month of October 2019.
The time domain profiles; for correlated stocks are seen below:


JCI - Time Domain Profile - Same Day - Below:



As you can see JCI and RIG are Positively Correlated 
(e.g. when RIG goes up JCI also does)
Note that RIG goes up in the "gaps" between JCI moving up




                                                        RIG is also positively correlated with IR

                                                 RIG, JCI and IR are all pairwise correlated with each other

                                                                  RIG is a Swiss oil drill rig company

                                                                       IR is Ingersol Rand

                                                                 JCI is Johnson Controls 

                                                        There are many stocks that are correlated.

                                             Similarity Correlation Methods Can Be Utilized to Find Them





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