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<SPAN
class=625462919-28112003>Correction, make that a value of
.90
<SPAN
class=625462919-28112003>
<SPAN
class=625462919-28112003>Rik
<FONT face=Tahoma
size=2>-----Original Message-----From: Rik Rasmussen
[mailto:hrasmussen@xxxxxxxxx]Sent: Friday, November 28, 2003 2:29
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: to HERMAN: N100 Correlation table
I
changed it so that the test and coloring is linked to a value of
.99.
<SPAN
class=199101919-28112003>
This
way, only highly RUT correlated funds are shown green, others are
red.
<SPAN
class=199101919-28112003>
<SPAN
class=199101919-28112003>Rik
Rasmussen
<SPAN
class=199101919-28112003>
// Exploration to create Correlation matrix
Buy=Sell=Short=Cover=<FONT color=#ff00ff
size=1>0;
Filter = Status<FONT
size=1>("LastBarInTest"<FONT
size=1>);
list = GetCategorySymbols<FONT
size=1>( categoryWatchlist, <FONT color=#ff00ff
size=1>7 );
for( NumTickers=<FONT
color=#ff00ff size=1>0; (<FONT
color=#0000ff size=1>StrExtract( list,
NumTickers )) != ""<FONT
color=#000000>; NumTickers++ );
AddTextColumn(<FONT color=#0000ff
size=1>Name(),<FONT color=#ff00ff
size=1>"Ticker",<FONT color=#ff00ff
size=1>1.0);
for( Col=<FONT color=#ff00ff
size=1>0; Col<NumTickers; Col++)
{
Ticker1 = Name();
Ticker2 = StrExtract(
list, Col);
Var1 = Foreign<FONT
size=1>(Ticker1,"C");
Var2 = Foreign<FONT
size=1>(Ticker2,"C");
Test = Correlation(
Var1, Var2, 8 );
Color = IIf<FONT
size=1>(Test>=.9, colorBrightGreen, <FONT color=#0000ff
size=1>IIf(Test<.9, colorRed,
colorWhite));
Color = IIf<FONT
size=1>(Ticker1==Ticker2, 1<FONT
size=1>, Color);
AddColumn( Test,
Ticker2, 1.3,
1, Color);
}
<FONT
size=1>
<SPAN
class=199101919-28112003>
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: Friday, November 28,
2003 1:36 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: to HERMAN: N100 Correlation table
<FONT face=Arial color=#0000ff
size=2>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:
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<SPAN
class=580084208-28112003>//
Exploration to create Correlation
matrix
<SPAN
class=580084208-28112003>// Be sure to set "Apply
to" to desired wishlist name
<SPAN
class=580084208-28112003>// Also,
change the watchlist number ("2" in example below) to the correct number
(zero based).
<FONT
color=#0000ff><FONT
color=#ff0000>Buy=<FONT
color=#ff0000>Sell<FONT
color=#000000>=<FONT
color=#ff0000>Short<FONT
color=#000000>=<FONT
color=#ff0000>Cover<FONT
color=#000000>=0<FONT
face=Arial>; <FONT
color=#ff0000>Filter =
Status(<FONT
color=#ff00ff>"LastBarInTest"<FONT
size=2>); list = <FONT
color=#0000ff>GetCategorySymbols( <FONT
color=#ff0000>categoryWatchlist<FONT
color=#000000>, 2<FONT
face=Arial> ); <FONT
color=#ff0000>for(
NumTickers=0<FONT
color=#000000>; NumTickers
< 99 and StrExtract<FONT
color=#000000>( list, NumTickers ) != <FONT
color=#ff00ff>""<FONT
color=#000000>; NumTickers++ ); <FONT
color=#0000ff>AddTextColumn(<FONT
color=#0000ff>Name(),<FONT
color=#ff00ff>"Ticker",<FONT
color=#ff00ff>1.0<FONT
color=#000000>); <FONT
color=#ff0000>for(
Col=0<FONT
face=Arial>; Col<NumTickers; Col++)
{ Ticker1 = <FONT
color=#0000ff>Name<FONT
color=#000000>(); Ticker2 = <FONT
color=#0000ff>StrExtract<FONT
size=2>( list, Col); Var1 =
Foreign<FONT
color=#000000>(Ticker1,<FONT
color=#ff00ff>"C"<FONT
color=#000000>); Var2 = <FONT
color=#0000ff>Foreign(Ticker2,<FONT
color=#ff00ff>"C"<FONT
color=#000000>); Test = <FONT
color=#0000ff>Correlation( Var1, Var2,
8<FONT
size=2> ); Color = <FONT
color=#0000ff>IIf(Test><FONT
color=#ff00ff>0, <FONT
color=#ff0000>colorBrightGreen<FONT
color=#000000>, IIf<FONT
color=#000000>(Test<0<FONT
color=#000000>, <FONT
color=#ff0000>colorRed,
<FONT
color=#ff0000>colorWhite<FONT
face=Arial>));
Color = IIf<FONT
color=#000000>(Ticker1==Ticker2, <FONT
color=#ff00ff>1<FONT
color=#000000>, Color); <FONT
color=#0000ff>AddColumn( Test, Ticker2,
1.3, <FONT
color=#ff00ff>1<FONT face=Arial color=#000000
size=2>, Color); }
<FONT
face=Arial size=2>Thanks, Herman and others, for a handy graphical
tool.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: Friday, November 28,
2003 4:52 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
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).
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>It crashes with an access violation. It will run a
handful of tickers with no problems, but sure doesn't like
100.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Has anyone else tried it with 100 tickers or
more?
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Herman vandenBergen
[mailto:psytek@xxxxxxxx]Sent: Friday, November 28, 2003 4:24
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: to HERMAN: N100 Correlation table
<FONT face=Arial color=#0000ff
size=2>Very nice DT, thanks! I'll be using that frequently.
Below is what the Correlation matrix, with help from the list,
developed into.
<FONT
face=Arial>// Exploration to create Correlation
matrix
<FONT
color=#0000ff><FONT
color=#ff0000>Buy<FONT
color=#000000>=<FONT
color=#ff0000>Sell<FONT
color=#000000>=<FONT
color=#ff0000>Short<FONT
color=#000000>=<FONT
color=#ff0000>Cover<FONT
color=#000000>=0<FONT
size=2>; <FONT
color=#ff0000>Filter =
Status<FONT
color=#000000>(<FONT
color=#ff00ff>"LastBarInTest"<FONT
face=Arial>); list = <FONT
color=#0000ff>GetCategorySymbols(
<FONT
color=#ff0000>categoryWatchlist<FONT
color=#000000>, 2<FONT
size=2> ); <FONT
color=#ff0000>for(
NumTickers=0;
(StrExtract(
list, NumTickers )) != <FONT
color=#ff00ff>""<FONT
face=Arial>; NumTickers++ ); <FONT
color=#0000ff>AddTextColumn(<FONT
color=#0000ff>Name(),<FONT
color=#ff00ff>"Ticker",<FONT
color=#ff00ff>1.0<FONT
face=Arial>); <FONT
color=#ff0000>for(
Col=0<FONT
size=2>; Col<NumTickers;
Col++) { Ticker1 =
Name<FONT
face=Arial>(); Ticker2 =
StrExtract<FONT
size=2>( list, Col);
Var1 = <FONT
color=#0000ff>Foreign(Ticker1,<FONT
color=#ff00ff>"C"<FONT
face=Arial>); Var2 =
Foreign<FONT
color=#000000>(Ticker2,<FONT
color=#ff00ff>"C"<FONT
face=Arial>); Test =
Correlation(
Var1, Var2, 8<FONT
size=2> );
Color = <FONT
color=#0000ff>IIf(Test><FONT
color=#ff00ff>0, <FONT
color=#ff0000>colorBrightGreen<FONT
color=#000000>, IIf<FONT
color=#000000>(Test<0<FONT
color=#000000>, <FONT
color=#ff0000>colorRed,
<FONT
color=#ff0000>colorWhite<FONT
size=2>));
Color = <FONT
color=#0000ff>IIf(Ticker1==Ticker2,
1<FONT
face=Arial>, Color);
AddColumn<FONT
color=#000000>( Test, Ticker2, <FONT
color=#ff00ff>1.3, <FONT
color=#ff00ff>1<FONT face=Arial color=#000000
size=2>, Color); }
<FONT face=Arial
size=2>
<IMG alt="" hspace=0
src="jpg00370.jpg" align=baseline border=0>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: November 28, 2003 1:46
PMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Re: to HERMAN: N100 Correlation
tableHerman,There is no need to write the
100 tickers. If they belong to WL10, thenlist =
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,DLTR,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,>
>>
>
dirkSend BUG REPORTS to
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