  In this report, we talked about a new quantitative strategy for choosing the
optimal(s) stock(s) to trade. The basic notions are generally very known by the
financial community. The key here is to understand 1) the standard score
applied to a sample and 2) the correlation factor applied to different time
series in real life. These notions are the core of our research. We are going
to begin with the introduction section. In this part, we talked about variance,
covariance, correlation factor, daily returns in stock trading and the
Shapiro-Wilk test to test the normality of a time serie. Next to that, I talked
about the core of my method (what do you do if you want to pick the optimal(s)
stock(s) to trade). At the end of this report, I talked about a new idea if you
want to analyze more than one stock at the time. All my work goes with a
primary reflexion : forecasting a stock direction is a random walk and nobody
can be 100 % sure where a stock is going. All we can do, is to pretend to have
a technic with a win/loss ratio greater than 51 %.
