Abstract
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.
Funder
UNAM–DGAPA PAPIIT
UNAM-DGAPA PAPIIT
UNAM-PAPIIT
CONAHCYT Project Fronteras
CONAHCYT Project
CONAHCYT project Fronteras
Publisher
Public Library of Science (PLoS)