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revised Proof that you cannot beat a random walk
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answered Proof that you cannot beat a random walk
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comment How do I graphically represent the evolution of a covariance matrix over time?
I believe (more precisely, I 'guess') their underlying analysis is very similar (but please feel free to correct me if I am totally wrong). It should all start the cluster analysis, en.wikipedia.org/wiki/Cluster_analysis Then, apply certain network visualization algorithm en.wikipedia.org/wiki/Network_visualization Here is an attempt (not exactly the same way I suggest) I have seen: investuotojas.eu/2011/03/22/correlation-network
Aug
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answered How do I graphically represent the evolution of a covariance matrix over time?