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

["Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>]

Rik,
 
What is the point of finding funds which correlate closely 
with RUT? Couldn't you just invest in IWM or similar? Or are you seeking 
negative correlations?
 
Steve
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Rik 
  Rasmussen 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, November 28, 2003 3:08 
  PM
  Subject: RE: [amibroker] Re: to HERMAN: 
  N100 Correlation table
  
  Thanks folks,
  This code is very handy for me.I use methods of 
  Charles Richards to time Mutual Funds. The method uses funds that correlate to 
  the Russelll 2000.I have set code to use a particular watchlist of 
  funds in a 401k account, and sort result on RUT column.Rik 
  Rasmussen<IMG alt="" hspace=0 
  src="png00228.png" align=baseline 
  border=0>-----Original Message-----From: Stephane Carrasset 
  [<A 
  href="">mailto:nenapacwanfr@xxxxxxxxx]Sent: 
  Friday, November 28, 2003 4:29 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: 
  [amibroker] Re: to HERMAN: N100 Correlation tableHermann, Dimitri 
  and All,That's a wonderfull code to loops tickers against tickers with 
  aspecified WL.I have played with all the piece of codes you have given 
  andcame with this code for everybody// Exploration WATCHLIST 
  relative Correlation tablelist = GetCategorySymbols( 
  categoryWatchlist, 1 );//WL 1TickerList="";Count=0;for( i = 0; ( 
  sym = StrExtract( list, i ) ) != ""; i++ ){TickerList=TickerList + sym 
  + 
  ",";Count++;}Filter=1;AddTextColumn(Name(),"Ticker",1.0);AddTextColumn(FullName(),"FullName");SetOption("NoDefaultColumns",1);C1 
  = ROC(C,1);for(i=0;i<Count;i++){Ticker = StrExtract( 
  TickerList, i );C2 = ROC(Foreign(Ticker,"C"),1);Corr = Correlation(C1, 
  C2, 8 );Color = IIf(Corr>0.7,8,4); // Add colors to make a heat 
  mapAddColumn(Corr,Ticker,1.3,1,Color);}Send 
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