Select Sector SPDR Minimum Spanning Trees As Of November 27th, 2007
I've covered sector minimum spanning trees many times in the past, and here we see the current trees for the past week and month. As minimum paths within the log-return correlation matrix, they represent the structure and dynamics of the market as broken into sectors.
Notice that utilities and energy have been especially distant from the S&P and that the Russell has been most tied to the weak discretionary and financials over both intervals.
Week MST
Month MST
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MST software
Hello,I was curious as to what software you used for this (Matlab/R/etc). I have done this a few times and your output by far looks many times better than mine.Cheers,Stewart