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hello,
this is my first post.
i have been working my way into the
ideas behind pair trading, reading the interesting posts by yuki a few months
ago and writing some code.
here is where i'm stuck: when i
calculate correlation, price ratio and other things like beta ratio it is my
understanding that when scanning my database i can only compare one stock at a
time with the rest of my universe. -- is it possible to calculate all
correlations between all stocks in one scan?? i know that with big
groups this would mean millions of calculations, but for a group like the
n100 this should be possible?
can this be done by some sort of
loop?
i searched the mailing list archive
and found only one hint by DT, talking about maybe using something
like Status("STOCKNUM") == 0 , but i could not work that
out ...
any help is
appreciated,
thanks in advance,
<FONT face=Verdana color=#000080
size=2>dirk
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