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I tried exactly that, it didn't work, but I'm no
big programmer - might be possible.
AB has Risk-Yield matrix. May be we can request TJ to
consider a correlation matrix like the risk/yield matrix
I suspect he is using SDs for risk yield so it might
be not too much work to produce a corr matrix.
There is a website that I used to go to to see the
corr among the NAS100 etc but i have lost the url - got
too much into myu own AB!!
nand
--- In amibroker@xxxxxxxxxxxxxxx, "Junya Ho" <junya.ho@xxxx> wrote:
> With the new loop constructs in AFL, is it possible to loop through
a group
> of stocks in an exploration? I saw the thread on Pairs trading, and
was
> wondering if there were ways of generating covariance/correlation
matrices.
> I guess this might also be useful for doing things like RiskMetrics
or Monte
> Carlo analysis?
>
> something like
>
> foreach foreign_stock in group {
> compare this_stock to foreign_stock
> }
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