SP500_Index_T4431_adjclose.csv

Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we shall discuss its possible implications as an isolated state or as a beginning of a new general market condition. We study this in terms of the Pearson correlation matrix and relative correlation with respect to the S&P 500 index. In both cases the anomaly shows strongly.

本研究以2006年1月3日至2023年8月10日为时间跨度，对标普500指数（S&P 500）成分股的市场状态展开分析。在此过程中我们发现了一种此前未被观测到的新型市场状态，并将探讨该状态作为孤立现象或新型整体市场行情开端的潜在影响。本研究基于皮尔逊相关矩阵（Pearson correlation matrix）以及对标普500指数的相对相关性开展分析，且该异常状态在两种分析维度下均表现显著。