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Group stocks by similar price behavior

At its core, SIG leverages large data sets to make informed investment and trading decisions. Traders, quants, developers, and systems engineers work side by side to develop and implement trading strategies. We’d like to see whether you have the skills to manipulate data and extract market trends, just as if you were on one of our teams.

10K
top 10
20
submissions
20
solutions max
Deliverables

Create an application which forms indices (groups of stocks) based on similar price behavior over the last two years. Your application should list the companies for each group. To catch our attention, you can take it a step further and present the indices in another logical, visual way.

Data:
The attached zip file has 2 years of stock price data on each company in the Dow Jones Industrial Average. The company name is always listed in the 8th column and 2nd row. Your application should create a minimum of 2 indices.

Criteria:
Evaluations will be qualitative, but the best submissions will be efficient, simple, and produce highly correlated indices of stocks.

Additional Materials:
Submit your solution
Leaderboard
This challenge has received 20 submissions
Top 5 share 7500 Next 5 share 2500
1500 J Massachusetts Institute of Technology
1500 A Brown University
1500 0 8geykguhnabvzln c3hdk0hfzlrujlc aqy3k0aobnxe6tht2xstoxsrn0k5sg9ot3e8xzpigt41 Bradley University
500 V University of Southern California
500 U University of Pennsylvania
500 M Lehigh University
1500 J San Jose State University
1500 D Massachusetts Institute of Technology
500 K Johns Hopkins University
500 D University of California at Berkeley
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