2020 Stock Market Crash - Revision history

Ed at 17:42, 14 October 2020

2020-10-14T17:42:47Z

Ed: /* Results */

2020-10-13T16:52:47Z

Results

Ed at 16:49, 13 October 2020

2020-10-13T16:49:46Z

Show changes

Ed at 16:49, 13 October 2020

2020-10-13T16:49:20Z

Ed at 16:47, 13 October 2020

2020-10-13T16:47:02Z

Ed at 16:45, 13 October 2020

2020-10-13T16:45:37Z

Ed at 16:44, 13 October 2020

2020-10-13T16:44:48Z

Ed at 16:44, 13 October 2020

2020-10-13T16:44:22Z

Ed: /* Summary */

2020-10-13T16:40:14Z

Summary

Ed at 16:39, 13 October 2020

2020-10-13T16:39:28Z

Show changes

← Older revision		Revision as of 17:42, 14 October 2020
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	COMPUSTAT updates its fundamentals quarterly and monthly security files daily. I did a pull of the entire fundamentals quarterly database from 2015-01 to 2020-07. It has close prices, as well as highs and lows. I pulled close, as averaging highs and lows seems like it might be skewed given the context (especially over short time periods).		COMPUSTAT updates its fundamentals quarterly and monthly security files daily. I did a pull of the entire fundamentals quarterly database from 2015-01 to 2020-07. It has close prices, as well as highs and lows. I pulled close, as averaging highs and lows seems like it might be skewed given the context (especially over short time periods).
		+
		+	[[Category:Blog Post]]

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 ===Results===
-{| class="wikitable" style="text-align:center; vertical-align:bottom;"
+Readers interested in recreating the results in the blog post or paper will want the following data (note that most analysis uses the 'modern era' from 1985 to present, and so excludes the Wall Street Crash of 1929):
 |- style="font-weight:bold;"
 ! Category
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 | style="text-align:left;" | 1.491754967
 |}
 ===Op Ed Submissions===

← Older revision		Revision as of 16:49, 13 October 2020
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	It loads the DJIA, the GSPC, and the crashes file. It will also load the COMPUSTAT pull.		It loads the DJIA, the GSPC, and the crashes file. It will also load the COMPUSTAT pull.
		+
		+	===Results===
		+
		+	{\| class="wikitable sortable"
		+	\|- style="font-weight:bold; vertical-align:bottom;"
		+	! University
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		+	! Light Blue
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		+	! Light Grey
		+	! Gold
		+	! Orange
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		+	\| UCL
		+	\| style="color:#FFF;" \|
		+	\|
		+	\|
		+	\|
		+	\|
		+	\| #EA7600
		+	\|-
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		+	\| style="color:#002145;" \| #00A7E1
		+	\| style="vertical-align:bottom;" \|
		+	\| style="vertical-align:bottom;" \|
		+	\| style="vertical-align:bottom;" \|
		+	\| style="vertical-align:bottom;" \|
		+	\|-
		+	\| style="vertical-align:bottom;" \| Berkeley
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		+	\| style="vertical-align:bottom;" \| #FDB515
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		+	\| style="vertical-align:bottom;" \|
		+	\| style="vertical-align:bottom;" \| #EC7300
		+	\|- style="vertical-align:bottom;"
		+	\| Rice
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		+	\| Georgetown
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		+	\|
		+	\|
		+	\|- style="font-weight:bold; vertical-align:bottom;"
		+	\| Average
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		+	\| #DDDEDF
		+	\| #F3AB27
		+	\| #DE7904
		+	\|}

	===Op Ed Submissions===		===Op Ed Submissions===

@@ Line 1: / Line 1: @@
 {{Project
 |Has title=2020 Stock Market Crash
-|Has image=Trader-city-london-trading-stock-5129770.jpg
+|Has Image=Trader-city-london-trading-stock-5129770.jpg
 |Has owner=Ed Egan
 |Has project output=Content

@@ Line 1: / Line 1: @@
 {{Project
 |Has title=2020 Stock Market Crash
 |Has owner=Ed Egan
 |Has project output=Content

@@ Line 2: / Line 2: @@
 |Has title=2020 Stock Market Crash
 |Has owner=Ed Egan
-|Has project output=Paper,Blog
+|Has project output=Content
 |Has project status=Complete
 |Has sponsor=edegan.com

← Older revision		Revision as of 16:44, 13 October 2020
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−	This page details my exploration of data concerning the [[2020 Stock Market Crash]]. This work spawned a short-form academic paper, [[Empirical Regularities in Stock Market Crashes]], as well as a number of Op. Ed. submissions. I ultimately put [https://www.edegan.com/blog/the-pandemic-stock-market-crash-of-2020/ a lay-version of the historical crash analysis up on my blog].	+	{{Project
		+	\|Has title=2020 Stock Market Crash
		+	\|Has owner=Ed Egan
		+	\|Has project output=Paper,Blog
		+	\|Has project status=Complete
		+	\|Has sponsor=edegan.com
		+	\|Has file locations=E:\projects\stockmarketanalysis
		+	}}This page details my exploration of data concerning the [[2020 Stock Market Crash]]. This work spawned a short-form academic paper, [[Empirical Regularities in Stock Market Crashes]], as well as a number of Op. Ed. submissions. I ultimately put [https://www.edegan.com/blog/the-pandemic-stock-market-crash-of-2020/ a lay-version of the historical crash analysis up on my blog].

	==Summary==		==Summary==

@@ Line 3: / Line 3: @@
 ==Summary==
-Between the 19th of February, 2020, and the 23rd of March, 2020, the S&P500 ([https://finance.yahoo.com/quote/%5EGSPC ^GSPC]) fell from 3,386.15 to 2,237.40, using adjusted closing prices. It subsequently climbed back to 3,276.02 on the 22nd of July, 2020. Some people seem to think it will keep going. I expect a massive crash.
+Between the 19th of February, 2020, and the 23rd of March, 2020, the S&P500 ([https://finance.yahoo.com/quote/%5EGSPC ^GSPC]) fell from 3,386.15 to 2,237.40, using adjusted closing prices. It subsequently climbed back to 3,276.02 on the 22nd of July, 2020. Some people seem to think it will keep going. I expect a massive retrenchment.
 To predict the characteristics of the 2020 stock market crash, I propose examining the market using three techniques: