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Hi Jayson,
Friday, December 19, 2003, 2:21:39 PM, you wrote:
J> click the correlation column to sort. Perhaps the data is indeed
J> there but if the start dates for the 2 stocks are not
J> aligned........
J> In practice you will probably only need to see a small number of
J> days to determine if the correlation is strengthening or
J> weakening. try setting your exploration periods to say...21
I got yours to work Jayson, thanks. Will try the other again later.
All values should be between 0 and 1, it that correct?
This maybe does not output exactly what I want however. If I read
this right, it gives me day-by-day correlation values for each day
over the look back period. What I'm really looking for is a single
value over a longer period of time that indicates a tight
correlation. Is my thinking wrong?
Yuki
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