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market map is a 2D projection (sammons) of the pearson correlation matrix. this means nodes near each other are more similar than ones far apart, creating a topology preserving map. Distance has meaning in this 2D space, its an embedding.
The map’s data source is calculated from 5-second updated ETF ask price data, anchored window of data. this means the dataframe starts updating at 9:30 AM EST and continues to add rows to the dataframe until closing.
clusters of these nodes in the embedding space will correlate to the factors from factor analysis, varimax rotation.
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