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RE: [amibroker] Re: to HERMAN: N100 Correlation table



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OK, very nice code, which produces a nice
output.

 

How do you use it (profitably)?  I
see waaaay down at the bottom of this message string (what a long message) that
it is useful for pair trading.  How? (Without going blind, that is.)

 

Changing the red to grey lets me see the
negative correlations.  I guess an eyeball scan for large negative values
lets you know which pairs might be “pair traded”, is that the
idea?  Has anyone explained how to set up pair trading to see if this is
profitable?

 

Thanks for any added insights.

 

Ken

 

-----Original Message-----
From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx] 
Sent: Friday, November 28, 2003
1:36 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: to
HERMAN: N100 Correlation table

 



After much frustration trying to get the
code to work without crashing, I made an "enhancement" to Herman's
code to prevent crashes if a watchlist contains more than 99
tickers.   I do not take credit for any of this work... only a
trivial change:





 





 





// Exploration to create Correlation matrix

// Be sure to set "Apply to" to desired
wishlist name

// Also, change the watchlist number
("2" in example below) to the correct number (zero based).









<span
>Buy<font
size=2 color=black face=Arial>=<span
>Sell<font
size=2 color=black face=Arial>=<span
>Short<font
size=2 color=black face=Arial>=<span
>Cover<font
size=2 color=black face=Arial>=<span
>0<font
size=2 color=black face=Arial>; 
<span
>Filter<font
size=2 color=black face=Arial> = <span
>Status<font
size=2 color=black face=Arial>(<span
>"LastBarInTest"<font
size=2 color=black face=Arial>); 
list = GetCategorySymbols<font
size=2 color=black face=Arial>( <span
>categoryWatchlist<font
size=2 color=black face=Arial>, <span
>2<font
size=2 color=black face=Arial> ); 
<span
>for<font
size=2 color=black face=Arial>( NumTickers=<span
>0<font
size=2 color=black face=Arial>; NumTickers < 99 and <font size=2
color=blue face=Arial>StrExtract<span
>( list, NumTickers ) != <font
size=2 color=fuchsia face=Arial>""<span
>; NumTickers++ ); 
AddTextColumn<font size=2
color=black face=Arial>(<span
>Name<font
size=2 color=black face=Arial>(),<span
>"Ticker"<font
size=2 color=black face=Arial>,<span
>1.0<font
size=2 color=black face=Arial>); 
<span
>for<font
size=2 color=black face=Arial>( Col=<span
>0<font
size=2 color=black face=Arial>; Col<NumTickers; Col++) 
   { 
   Ticker1 = <span
>Name<font
size=2 color=black face=Arial>(); 
   Ticker2 = <span
>StrExtract<font
size=2 color=black face=Arial>( list, Col); 
   Var1 = <span
>Foreign<font
size=2 color=black face=Arial>(Ticker1,<span
>"C"<font
size=2 color=black face=Arial>); 
   Var2 = <span
>Foreign<font
size=2 color=black face=Arial>(Ticker2,<span
>"C"<font
size=2 color=black face=Arial>); 
   Test = <span
>Correlation<font
size=2 color=black face=Arial>( Var1, Var2, <span
>8<font
size=2 color=black face=Arial> ); 
   Color = <span
>IIf<font
size=2 color=black face=Arial>(Test><span
>0<font
size=2 color=black face=Arial>, <span
>colorBrightGreen<font
size=2 color=black face=Arial>, <span
>IIf<font
size=2 color=black face=Arial>(Test<<span
>0<font
size=2 color=black face=Arial>, <span
>colorRed<font
size=2 color=black face=Arial>, <span
>colorWhite<font
size=2 color=black face=Arial>)); 
   Color = <span
>IIf<font
size=2 color=black face=Arial>(Ticker1==Ticker2, <font size=2 color=fuchsia
face=Arial>1<font
size=2 color=black face=Arial>, Color); 
   <span
>AddColumn<font
size=2 color=black face=Arial>( Test, Ticker2, <font size=2 color=fuchsia
face=Arial>1.3<font
size=2 color=black face=Arial>, <span
>1<font
size=2 color=black face=Arial>, Color); 
   } 







Thanks, Herman and others, for a handy
graphical tool.







 





 







<font size=2
face="Times New Roman">-----Original
Message-----
From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]
Sent: Friday, November 28, 2003
4:52 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: to
HERMAN: N100 Correlation table





I was extremely intrigued by your matrix,
so I tried to run it against my N100 watchlist containing 100 tickers (of
course).





 





It crashes with an access
violation.   It will run a handful of tickers with no problems, but
sure doesn't like 100.





 





Has anyone else tried it with 100 tickers
or more?







<font size=2
face="Times New Roman">-----Original
Message-----
From: Herman vandenBergen
[mailto:psytek@xxxxxxxx]
Sent: Friday, November 28, 2003
4:24 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: to
HERMAN: N100 Correlation table





<span
>Very nice DT, thanks!
I'll be using that frequently. Below is what the Correlation matrix,
with help from the list, developed into. 







// Exploration to create Correlation matrix





<span
>Buy<font
size=2 color=black face=Arial>=<span
>Sell<font
size=2 color=black face=Arial>=<span
>Short<font
size=2 color=black face=Arial>=<span
>Cover<font
size=2 color=black face=Arial>=<span
>0<font
size=2 color=black face=Arial>; 
<span
>Filter<font
size=2 color=black face=Arial> = <span
>Status<font
size=2 color=black face=Arial>(<span
>"LastBarInTest"<font
size=2 color=black face=Arial>); 
list = GetCategorySymbols<font
size=2 color=black face=Arial>( <span
>categoryWatchlist<font
size=2 color=black face=Arial>, <span
>2<font
size=2 color=black face=Arial> ); 
<span
>for<font
size=2 color=black face=Arial>( NumTickers=<span
>0<font
size=2 color=black face=Arial>; (<span
>StrExtract<font
size=2 color=black face=Arial>( list, NumTickers )) != <font size=2 color=fuchsia
face=Arial>""<font
size=2 color=black face=Arial>; NumTickers++ ); 
AddTextColumn<font size=2
color=black face=Arial>(<span
>Name<font
size=2 color=black face=Arial>(),<span
>"Ticker"<font
size=2 color=black face=Arial>,<span
>1.0<font
size=2 color=black face=Arial>); 
<span
>for<font
size=2 color=black face=Arial>( Col=<span
>0<font
size=2 color=black face=Arial>; Col<NumTickers; Col++) 
   { 
   Ticker1 = <span
>Name<font
size=2 color=black face=Arial>(); 
   Ticker2 = <span
>StrExtract<font
size=2 color=black face=Arial>( list, Col); 
   Var1 = <span
>Foreign<font
size=2 color=black face=Arial>(Ticker1,<span
>"C"<font
size=2 color=black face=Arial>); 
   Var2 = <span
>Foreign<font
size=2 color=black face=Arial>(Ticker2,<span
>"C"<font
size=2 color=black face=Arial>); 
   Test = <span
>Correlation<font
size=2 color=black face=Arial>( Var1, Var2, <span
>8<font
size=2 color=black face=Arial> ); 
   Color = <span
>IIf<font
size=2 color=black face=Arial>(Test><span
>0<font
size=2 color=black face=Arial>, <span
>colorBrightGreen<font
size=2 color=black face=Arial>, <span
>IIf<font
size=2 color=black face=Arial>(Test<<span
>0<font
size=2 color=black face=Arial>, <span
>colorRed<font
size=2 color=black face=Arial>, <span
>colorWhite<font
size=2 color=black face=Arial>)); 
   Color = <span
>IIf<font
size=2 color=black face=Arial>(Ticker1==Ticker2, <font size=2 color=fuchsia
face=Arial>1<font
size=2 color=black face=Arial>, Color); 
   <span
>AddColumn<font
size=2 color=black face=Arial>( Test, Ticker2, <font size=2 color=fuchsia
face=Arial>1.3<font
size=2 color=black face=Arial>, <span
>1<font
size=2 color=black face=Arial>, Color); 
   } 







 





<img width=562 height=160 src="jpg00368.jpg"
align=baseline border=0>





 





<span
>-----Original Message-----
From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]
Sent: November 28, 2003 1:46 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: to
HERMAN: N100 Correlation table

Herman,<span
>
There is no need to write the 100 tickers. If they
belong to WL10, 
then
list = GetCategorySymbols( categoryWatchlist, 10
);
tickerlist="";
for( i = 0; ( sym = StrExtract( list, i ) ) !=
""; i++ )
{
tickerlist=tickerlist+sym+",";
}
Title=tickerlist;
The advantage is that you don't have to correct
the code after any 
N100 change, it is done automatically as soon as
you correct WL10.
Note also that StrExtract()  needs a
"comma-separated list of items", 
that's why the above +",". 
The result will have a "," at the end,
but this is not a problem.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Dave
Merrill" <dmerrill@xxxx> 
wrote:
> I've lost track of the original context, but
could you do this even 
more
> easily by iterating through the tickers in a
known watchlist?
> 
> Dave
> 
>   this is actually the
"data" type statement I have been looking 
for....
> wanted to store individual thresholds in some
easy way - this is 
easier than
> a file system :-)
> 
>   herman
>     -----Original
Message-----
>     From: Tomasz Janeczko
[mailto:amibroker@xxxx]
>     Sent: November 28,
2003 7:37 AM
>     To: amibroker@xxxxxxxxxxxxxxx
>     Subject: Re:
[amibroker] Re: to HERMAN: N100 Correlation table
> 
> 
>     Hello,
> 
>     It would be shorter
to write this that way:
> 
>     TickerList =
>
"AAPL,ADBE,ADCT,ALTR,AMAT,AMG,AMZ,APCC,APOL,BBBY,BEAS,BIIB,BMET,BRCD
,BRCM,CD
> WC,CEPH,"+
> 
>
"CHIR,CHKP,CHRW,CIE,CMCSA,CMVT,COST,CPWR,CSCO,CTAS,CTXS,DELL,DISH,DL
TR,EBAY,
> ERICY,ERTS,"+
> 
>
"ESRX,EXPD,FAST,FHCC,FISV,FLEX,GEZ,GILD,GTX,HGSI,HSIC,IACI,ICOS,ITC,
ITU,IVG,
> JDSU,JPR,KLAC,"+
> 
> "LAMR,LLTC,LCR,MCHP,MEDI,MERQ,MLM,MST,MOLX,MSFT,MXIM,TAP,VDA,VLS,XTL
,ORCL,PA
> YX,PCAR,PDCO,"+
> 
>
"PETM,PIXR,PSFT,PTE,QCOM,QLGC,RFMD,ROST,RYAAY,SAM,SBUX,SEBL,SIAL,SDK
,SPS,SPL
> S,SPOT,SSCC,"+
>    
"SUW,SYMC,TEVA,TLAB,VRS,VRTS,WFMI,XLX,XRAY,YHOO";
> 
>     Ticker = StrExtract(
TickerList, n );
> 
>     Hope this helps.
> 
>     Best regards,
>     Tomasz Janeczko
>     amibroker.com
>       -----
Original Message -----
>       From:
dirk schreiber
>       To:
amibroker@xxxxxxxxxxxxxxx
>       Sent:
Thursday, November 27, 2003 9:58 PM
>       Subject:
Re: [amibroker] Re: to HERMAN: N100 Correlation table
> 
> 
>       hi nand,
> 
>       the
#include file was posted by herman before, it goes like 
this:
> 
>       //
Include file
>       Ticker =
>      
WriteIf(n==0 , "AAPL",
>       WriteIf(n==1
, "ADBE",
>      
WriteIf(n==2 , "ADCT",
>      
WriteIf(n==3 , "ALTR",
>      
WriteIf(n==4 , "AMAT",
>      
WriteIf(n==5 , "AMGN",
>      
WriteIf(n==6 , "AMZN",
>      
WriteIf(n==7 , "APCC",
>      
WriteIf(n==8 , "APOL",
>      
WriteIf(n==9 , "BBBY",
>      
WriteIf(n==10 , "BEAS",
>      
WriteIf(n==11 , "BIIB",
>      
WriteIf(n==12 , "BMET",
>      
WriteIf(n==13 , "BRCD",
>      
WriteIf(n==14 , "BRCM",
>      
WriteIf(n==15 , "CDWC",
>      
WriteIf(n==16 , "CEPH",
>      
WriteIf(n==17 , "CHIR",
>      
WriteIf(n==18 , "CHKP",
>      
WriteIf(n==19 , "CHRW",
>      
WriteIf(n==20 , "CIEN",
>      
WriteIf(n==21 , "CMCSA",
>      
WriteIf(n==22 , "CMVT",
>      
WriteIf(n==23 , "COST",
>      
WriteIf(n==24 , "CPWR",
>      
WriteIf(n==25 , "CSCO",
>      
WriteIf(n==26 , "CTAS",
>      
WriteIf(n==27 , "CTXS",
>      
WriteIf(n==28 , "DELL",
>      
WriteIf(n==29 , "DISH",
>      
WriteIf(n==30 , "DLTR",
>      
WriteIf(n==31 , "EBAY",
>      
WriteIf(n==32 , "ERICY",
>      
WriteIf(n==33 , "ERTS",
>      
WriteIf(n==34 , "ESRX",
>      
WriteIf(n==35 , "EXPD",
>      
WriteIf(n==36 , "FAST",
>      
WriteIf(n==37 , "FHCC",
>      
WriteIf(n==38 , "FISV",
>      
WriteIf(n==39 , "FLEX",
>      
WriteIf(n==40 , "GENZ",
>       WriteIf(n==41
, "GILD",
>      
WriteIf(n==42 , "GNTX",
>      
WriteIf(n==43 , "HGSI",
>      
WriteIf(n==44 , "HSIC",
>      
WriteIf(n==45 , "IACI",
>      
WriteIf(n==46 , "ICOS",
>      
WriteIf(n==47 , "INTC",
>      
WriteIf(n==48 , "INTU",
>       WriteIf(n==49
, "IVGN",
>      
WriteIf(n==50 , "JDSU",
>      
WriteIf(n==51 , "JNPR",
>      
WriteIf(n==52 , "KLAC",
>      
WriteIf(n==53 , "LAMR",
>      
WriteIf(n==54 , "LLTC",
>      
WriteIf(n==55 , "LNCR",
>      
WriteIf(n==56 , "MCHP",
>       WriteIf(n==57
, "MEDI",
>      
WriteIf(n==58 , "MERQ",
>      
WriteIf(n==59 , "MLNM",
>      
WriteIf(n==60 , "MNST",
>      
WriteIf(n==61 , "MOLX",
>      
WriteIf(n==62 , "MSFT",
>      
WriteIf(n==63 , "MXIM",
>      
WriteIf(n==64 , "NTAP",
>       WriteIf(n==65
, "NVDA",
>      
WriteIf(n==66 , "NVLS",
>      
WriteIf(n==67 , "NXTL",
>      
WriteIf(n==68 , "ORCL",
>      
WriteIf(n==69 , "PAYX",
>      
WriteIf(n==70 , "PCAR",
>      
WriteIf(n==71 , "PDCO",
>      
WriteIf(n==72 , "PETM",
>       WriteIf(n==73
, "PIXR",
>      
WriteIf(n==74 , "PSFT",
>      
WriteIf(n==75 , "PTEN",
>      
WriteIf(n==76 , "QCOM",
>      
WriteIf(n==77 , "QLGC",
>      
WriteIf(n==78 , "RFMD",
>      
WriteIf(n==79 , "ROST",
>      
WriteIf(n==80 , "RYAAY",
>      
WriteIf(n==81 , "SANM",
>      
WriteIf(n==82 , "SBUX",
>      
WriteIf(n==83 , "SEBL",
>      
WriteIf(n==84 , "SIAL",
>      
WriteIf(n==85 , "SNDK",
>      
WriteIf(n==86 , "SNPS",
>      
WriteIf(n==87 , "SPLS",
>      
WriteIf(n==88 , "SPOT",
>      
WriteIf(n==89 , "SSCC",
>      
WriteIf(n==90 , "SUNW",
>      
WriteIf(n==91 , "SYMC",
>      
WriteIf(n==92 , "TEVA",
>      
WriteIf(n==93 , "TLAB",
>      
WriteIf(n==94 , "VRSN",
>      
WriteIf(n==95 , "VRTS",
>      
WriteIf(n==96 , "WFMI",
>      
WriteIf(n==97 , "XLNX",
>      
WriteIf(n==98 , "XRAY",
>      
WriteIf(n==99 , "YHOO" , ""
>      
))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))
))))))))
> ))))))))))))))))))))))))))))));
> 
>       dirk
>        
----- Original Message -----
>        
From: nkis22
>        
To: amibroker@xxxxxxxxxxxxxxx
>        
Sent: Thursday, November 27, 2003 5:16 PM
>        
Subject: [amibroker] Re: to HERMAN: N100 Correlation table
> 
> 
>        
Will appreciate very much to see the #include AFL please
>        
thanks in advance
>        
nand
> 
> 
> 
> 
> 
> 
> 
> 
>        
--- In amibroker@xxxxxxxxxxxxxxx, dirk schreiber 
<tianatrading@xxxx>
>        
wrote:
>        
> hello herman,
>        
>
>        
> after playing around with your code a little bit, i 
realized that
>        
it is not showing a COMPLETE "heat list" of the n100. 
by "splitting
>        
up" the 100 stocks into two groups of 50, one for the x-
axis and the
>        
other for the y-axis, we can't get the whole picture. the 
first
> stock
>        
(AAPL) has its correlation only measured against stocks 50-
99(JDSU-
>        
YHOO), but not for example against ADBE or ADCT.
>        
> thanks to posting your code i am beginning to understand 
the logic
>        
of looping better, so i just changed some numbers to have 
the loop
> go
>        
through ALL possible combinations. it takes slightly longer 
(instead
>        
of 50*50=2500 it's 100*100=10000 calculations) and of 
course it has
>        
quite a lot of duplicate results, but i think it is the 
only way to
>        
calculate all correlations.
>        
> also, i changed the code from absolute to relative 
correlation,
>        
which gives different results.
>        
>
>        
> what do you think?
>        
>
>        
> dirk
>        
>
>        
>
>        
>
>        
> // Exploration N100 relative Correlation table
>        
>
>        
> Buy=Sell=Short=Cover=0;
>        
>
>        
> StkNum = Status("StockNum");
>        
>
>        
> Filter = Status("LastBarInTest") AND StkNum < 100;
>        
>
>        
> AddTextColumn(Name(),"Ticker",1.0);
>        
>
>        
> SetOption("nodefaultcolumns",1);
>        
>
>        
> n = StkNum;
>        
>
>        
> #include <NtoN100Ticker.afl>
>        
>
>        
> Ticker1 = Ticker;
>        
>
>        
> C1 = ROC(Foreign(Ticker1,"C"),1);
>        
>
>        
> for(m=1;m<=99;m++)
>        
>
>        
> {
>        
>
>        
> n=m;
>        
>
>        
> #include <NtoN100Ticker.afl>
>        
>
>        
> Ticker2 = Ticker;
>        
>
>        
> C2 = ROC(Foreign(Ticker2,"C"),1);
>        
>
>        
> Corr = Correlation(C1, C2, 8 );
>        
>
>        
> Color = IIf(Corr>0.7,8,4); // Add colors to make a heat 
map
>        
>
>        
> AddColumn(Corr,Ticker,1.3,1,Color);
>        
>
>        
> }
>        
>
>        
>
>        
>   ----- Original Message -----
>        
>   From:   Herman vandenBergen
>        
>   To: amibroker@xxxxxxxxxxxxxxx
>        
>   Sent: Wednesday, November 26, 2003 11:43   PM
>        
>   Subject: RE: [amibroker] to TOMASZ: how   to loop 
through a list
>        
of tickers ?
>        
>
>        
>
>        
>   A slight oversight in my previous code, you CAN list 
tickers by
>        
name (no string array needed) in the left most column 
with   the
>        
slightly different code below. Here is a fragment of the 
table.
>        
Include file can be found in previous post.
>        
>
>        
>
>        
>
>        
>   // N100 Correlation table
>        
> Buy=Sell=Short=Cover=0;
>        
> StkNum = Status("StockNum");
>        
> Filter = Status("LastBarInTest") AND StkNum < 50;
>        
> AddTextColumn(Name(),"Ticker",1.0);
>        
> n = StkNum;
>        
> #include <NtoN100Ticker.afl>
>        
> Ticker1 = Ticker;
>        
> C1 = Foreign(Ticker1,"C");
>        
> for(m=50;m<=99;m++)
>        
>    {
>        
>    n=m;
>        
>    #include <NtoN100Ticker.afl>
>        
>    Ticker2 = Ticker;
>        
>    C2 =   Foreign(Ticker2,"C");
>        
>    Corr = Correlation(C1, C2, 8 );
>        
>    Color = IIf(Corr>0,8,4); //   Add colors to
make a 
heat map
>        
>    AddColumn(Corr,Ticker,1.3,1,Color);
>        
>    }
>        
>       -----Original Message-----
>        
> From: dirk schreiber     [mailto:tianatrading@xxxx]
>        
> Sent: November 27, 2003 2:03     AM
>        
> To: amibroker@xxxxxxxxxxxxxxx
>        
> Subject: [amibroker] to     TOMASZ: how to loop
through a 
list of
>        
tickers ?
>        
>
>        
>
>        
>     i'm a bit surprised to see
that     noone is 
answering my
> call.
>        
>     so may i ask you directly,    
tomasz, if what i 
asked is
>        
possible and if you could indicate me the right     way to 
code
>        
this ??
>        
>
>        
>     thank you,
>        
>
>        
>     dirk
>        
>
>        
>           ----- Original
Message -----
>        
>      
From:      
dirk       schreiber
>        
>       To: amibroker@xxxxxxxxxxxxxxx
>        
>       Sent: Monday, November 24, 2003
12:14       PM
>        
>       Subject: Re: [amibroker] how to
loop       through 
a list of
>        
tickers ?
>        
>
>        
>
>        
>       noone ???
>        
>       i'll try again: as
an       example, is it possible 
to
>        
calculate all correlations of the stocks      
constituting 
the
>        
nasdaq100 in one scan?
>        
>       my code below will
explore       the correlations 
of IBM
> with
>        
the other 99 constituents of my       nasdaq100
watchlist. 
is there
> a
>        
way in afl to tell amibroker to first      
calculate these
>        
correlations for one stock, then go to the next and do the
> same
>        
there and so forth, so that i could find out the 10 highest
>        
correlations within the nasdaq100 for example ??
>        
>       i have tried many ideas but
i       am stuck 
(haven't
>        
mastered the new loop formulas very well
yet)       ...
>        
>
>        
>       any help would be greatly      
appreciated, maybe 
this
>        
procedure would interest other amibroker users
as       
well.
>        
>
>        
>       thanks
in       advance,
>        
>
>        
>       dirk
>        
>
>        
>
>        
> pair="IBM";
>        
>
>        
> x=Foreign(pair,"C");
>        
>
>        
> y=C;
>        
>
>        
> xpc=ROC(x,1);
>        
>
>        
> ypc=ROC(y,1);
>        
>
>        
> Graph0=Correlation(xpc,ypc,20);
>        
>
>        
> Graph1=Correlation(xpc,ypc,200);
>        
>
>        
> Filter=Graph0>0.7       AND
Graph1>0.5;
>        
>
>        
> AddColumn(Graph0,"Cor20",1.2);
>        
>
>        
> AddColumn(Graph1,"Cor200",1.2);
>        
>
>        
> AddColumn(Graph0+Graph1,"total",1.2);
>        
>
>        
> Buy=0;
>        
>
>        
>
>        
>
>        
>
>        
>
>        
>              
----- Original Message -----
>        
>        
From:         dirk schreiber
>        
>         To:
amibroker@xxxxxxxxxxxxxxx
>        
>         Sent: Thursday, November
20, 2003         6:56 PM
>        
>         Subject: [amibroker] how
to loop         through 
a list of
>        
tickers ?
>        
>
>        
>
>        
>                
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,
>        
>
>        
>         dirk





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