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PureBytes Links
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Great for watching futures spreads (neg
correlations) too...
-Corey Saxe
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 28, 2003 11:25
AM
Subject: RE: [amibroker] Re: to HERMAN:
N100 Correlation table
<SPAN
>OK, very nice code,
which produces a nice output.
<SPAN
>
<SPAN
>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.)
<SPAN
>
<SPAN
>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?
<SPAN
>
<SPAN
>Thanks for any added
insights.
<SPAN
>
<SPAN
>Ken
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