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/home/bill/web/economics, markets/Long term market indexes & PPI 0582.HtmWeb.html:22:directory |
/home/bill/web/economics, markets/Long term market indexes & PPI 0582.HtmWeb.html:23:status & updates |
/home/bill/web/economics, markets/Long term market indexes & PPI 0582.HtmWeb.html:24:copyrights |
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:142:
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:145:
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:152:While most results are provided in sections above, links to data [spreadsheets, text files] and software [???, source code] are listed below along with brief comments. A full listing of files (including other SP500 web-pages) can be seen via this Directory's listing. Hopefully this will help those who want to do something different, as the programs etc mayhelp with [learning, debugging].
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:156: TradingView data text file and spreadsheet - I had to upgrade my TradingView subscription to Pro+ to download the data for years prior to 1928, as I couldn't find another source. Note that the S&P500 index started in 1926, so I assume that proxy [data, index memberships] were used for prior years. I used the spreadsheet to [gather, view, process] data, and copied the resulting tables to text files for use by gnuplot (see "Software" below).
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:157: Yahoo finance data (23Feb2023 the text file has been lost, but the data is in the linked spreadsheet with TradingView data). I was happy to have another "somewhat independent" data source, even if they are both from the same S&P or other source. This really helps as a check on my data treatment (see the section above "Comparison of [TradingView, Yahoo finance] data").
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:162: TradingView Pine language You are probably wondering why I didn't provide a Pine script, which would make this much more useful to the TradingView community. Laziness is the rule - especially as I am hoping that a Pine Scripter (maybe you?) might do this.
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:163: gnuplot I've used the unofficial extension .plt to designate gnuplot scripts for each of the graphs. You can see these files in the market data subdirectories (eg 200913 for 13Sep2020, 220802 for 02Aug2022).
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:164: gimp (GNU image manipulation program) is what I used for the SP500 time-section transparencies. For more details, see the section above "Play with the [time, mind]-bending perspective yourself".
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:165: gnuplot.sh is the tiny bash script used to select gnuplot scripts. My other bash scripts can be found here.
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:166: QNial programming language - Quenn's University Nested Interactive Array Language (Q'Nial) is my top prefered programming language for modestly complex to insane programming challenges, along with at least 3 other people in the world. Bash scripts make a great companion to QNial. semi-log formula.ndf is the tiny "program" used to set up the semi-log line fits. More generally : here are many of my QNial programs. Subdirectories provide programs for various projects etc.
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:20: |
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:22:directory |
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:23:status & updates |
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:24:copyrights |
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:39: Key [results, comments]
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:40: Play with the [time, mind]-bending perspective yourself
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:41: Ratio of actual to semi-log detrended data : [advantages, disadvantages]
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:42: Future potential work
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:43: Comparison of [TradingView, Yahoo finance] data
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:44: [data, software] cart [description, links]
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:54: and (1926-2020).png)
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:58:
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:62:
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:64:Wow! Even knowing that the [eyes, mind] often see patterns that aren't really there (as per random noise), one can basically re-create the essence of the 1872-1960 timeframe simply by copying ONLY 4 chunks of the 1950-2020 time-frame!! Of course, there is nothing new about this - TradingView members are often comparing current market squiggles to the past, over different timescales. I would actually be surprised if the aqbove graph hasn't already been done hundreds of times before. [System_T, Amjad Farooq, TexasWestCapital, perhaps Harry Dent] and others are examples of recent pattern-matching for the SP500, with their comparisons of the 2020 crash to other time periods. But my overlays in the graph above above did not involve [re-scaling, rotating] or other transformation of the time segments, transparencies], so that is [noteworthy, simple, pure]. Scale is important, even if only to confirm the applicability of multi-scalar processes.
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:75:While you probably don't have the gimp (GNU image manipulation program) installed on your computer (yet), it is available for free (I think on MS Windows as well, not just Linux?). With gimp, you will be able to work with my .xcf format file SP500 time-section transparencies. If you are new to gimp, be prepared to lose a lot of hair and gain a lot of wrinkles - it's not the the easiest learning curve, but it is powerful (and cheap!).
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:81: 7,500 years of history - This is the same challenge that I had with a [lunitic, scattered, naive] model of history by my father and I, where it was necessary to cut ?150? years out of a 7,500 year time series to "kind of make it fit". Steven Yaskall recognized us as the "two fools who rushed in" in his book "Grand Phases on the Sun". We were justifiably proud of that.
/home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.HtmWeb.html:83: Smooth sinusoidal curves and regular periodicities - I seems that mathematicians and scientists still [think, apply] models assuming ideal waveforms, even when [their tools, reality] do not. Stephen Puetz's "Universal Waves Series" (UWS) is the most [powerful, fantastic] meta-level model for [natual, human] cycles that I have ever seen, by far. It even has an awesome probablistic-ranked list of expected timings of events at different timescales. However, perhaps more remains to be done on subtleshifts in real time series? I don't know - I'm just guessing.
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