Best clustering method for large groups like US stocks or all crypto?

General
1

Best clustering method for large groups like US stocks or all crypto?

Hierarchical is ok but lasso imho is best.

2

Hi Emma,

Thanks for sharing your view! Hierarchical clustering gives a good visual of relationships, especially with dendrograms, but it can get computationally heavy for large datasets. Lasso can help in feature selection before clustering. For large universes like US stocks or crypto, combining Lasso with methods like K-Means could work.

Hope this helps!

Thanks
Rushda