The Part-It model partitions time series data into statistically significant segments. Partitioning significant "eras" improves statistical consistency within subsets.
Rational analysis requires consistent data sets. Without consistency, statistical aggregates are ill-defined, findings are dubious and inference may be spurious.
Part-It applications range from testing for volatility changes, to direct price trend segmentation.
Part-It defines such changes objectively, identifying points of maximum stochastic separation, and probability of change. Objective analysis avoids costly "eyeball" errors.
Note: the simulation display will blank and fill your screen upon launch; your normal (current) window display will return upon exit.
When done, go back to Simulations, or use Navigation field at left.
NOTICE: Part-It Simulation is currently undergoing enhancement for improved user interface. However, the underlying model is available for project studies any time.
Register here if you wish to be notified when the new Part-It Simulation becomes available for portfolio simulation.