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



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I am 
using this for managing several 401K's. I have to use the funds offered in the 
401K's.
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Rik RasmussenBest Charts Yahoo Group Moderator<A 
href="" 
target=_blank>http://groups.yahoo.com/group/bestcharts/ 


  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Steve Almond 
  [mailto:steve2@xxxxxxxxxxxxxxxxxxxx]Sent: Friday, November 28, 2003 
  5:42 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
  [amibroker] Re: to HERMAN: N100 Correlation table
  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="png00229.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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