26 March 2015 by lberuti
You might struggle to see all of them on this grapple, but we are pleased to announce that the universe captured by DataGrapple has now been slightly expanded: the number of entities on which prices and volumes are available has increased from 680 to 697, mainly on the back on new inclusions in the indices launched last Friday (we also slightly anticipated the launch of CDXHY series 24). In addition to the index constituents, DataGrapple still references the 500 most actively traded reference entities over the last 6 months according to DTTC. Rating changes have been factored in, and the relevant trees now reflect this of course. We also put a great amount of work on improving our clustering algorithm. Based on our 9-year-long time series, it produces all the Machine Trees which regroup statistically close entities. They should be much more stable going forward. As always comments and questions are welcome, so please get in touch with us.