|
PureBytes Links
Trading Reference Links
|
Since I started losing column names around 625 columns, I incorrectly
assumed there was a limit.
I should have known better:
THERE IS NO LIMIT FOR Almighty AmiBroker.
But poor Excel and I cannot handle that large matrix.
Considering my proficiency in Perl, I'd still prefer in a columnal
form ( security1, security2 and correaltion columns ) for easy
sorting.
Any help would be appreciated.
ysk
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> The limit of 100 columns has been removed from AmiBroker.
>
> Although there is no limit anymore things get very slow when having
> thousand columns in the result list.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, December 30, 2003 2:41 AM
> Subject: [amibroker] Re: to HERMAN: N100 Correlation table
>
>
> > Thank you, Herman, for your reply.
> >
> > It would work if the matrix was 100 x 100.
> > But I'm thinking more like a 1000 x 1000 matrix.
> > It's beyond max columns of AmiBroker and Excel.
> >
> > ysk
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx>
> > wrote:
> > > It would be a very long column...about 100x100 combinations. It
is
> > easier to
> > > copy-n-past the results to Excel and use an Excel formula to
find
> > the max,
> > > like Max(...xy data range ...) and/or use Excel Conditional
> > formating to
> > > color cells according to the limits.
> > >
> > > DT recently posted a nice solution to extract the highest values
> > from the
> > > table... I think that might do exactly what you want.
> > >
> > > herman
> > > -----Original Message-----
> > > From: qqqqq_99999_qqqqq [mailto:qqqqq_99999_qqqqq@x...]
> > > Sent: December 30, 2003 8:14 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: to HERMAN: N100 Correlation table
> > >
> > >
> > > Hi,
> > >
> > > Is there any way to create a correlation table in a columnal
form
> > (
> > > security1, security2 and correaltion columns ) for easy
sorting?
> > >
> > > ysk
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > <amibroker@xxxx>
> > > wrote:
> > > > Hello,
> > > >
> > > > The code is written in ineffective way because it calls
Foreign
> > for
> > > CURRENT security while it is not necessary at all.
> > > > Also it performs two loops when only one is needed.
> > > >
> > > > More efficient version is here:
> > > >
> > > > Filter = Status("LastBarInTest");
> > > > list = GetCategorySymbols( categoryWatchlist, 0 );
> > > >
> > > > AddTextColumn(Name(),"Correlation",1.0);
> > > > Ticker1= Name();
> > > >
> > > > for( Col=0; (Ticker2=StrExtract( List, Col))!= ""; Col++)
> > > > {
> > > > Var2 = Foreign(Ticker2,"C");
> > > > Corr = Correlation( C, Var2, 8 );
> > > > Color = IIf(Corr>0, colorBrightGreen, IIf(Corr<0,
> > > colorRed,colorWhite));
> > > > Color = IIf(Ticker1==Ticker2, 1, Color);
> > > > AddColumn( Corr, Ticker2, 1.3, 1, Color);
> > > > }
> > > >
> > > > Hope this helps.
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: Herman vandenBergen
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Friday, November 28, 2003 10:24 AM
> > > > Subject: RE: [amibroker] Re: to HERMAN: N100 Correlation
table
> > > >
> > > >
> > > > Very nice DT, thanks! I'll be using that frequently.
Below is
> > what
> > > the Correlation matrix, with help from the list, developed
into.
> > > > // Exploration to create Correlation matrix
> > > > Buy=Sell=Short=Cover=0;
> > > > Filter = Status("LastBarInTest");
> > > > list = GetCategorySymbols( categoryWatchlist, 2 );
> > > > for( NumTickers=0; (StrExtract( list, NumTickers )) !=
"";
> > > NumTickers++ );
> > > > AddTextColumn(Name(),"Ticker",1.0);
> > > > for( Col=0; Col<NumTickers; Col++)
> > > > {
> > > > Ticker1 = Name();
> > > > Ticker2 = StrExtract( list, Col);
> > > > Var1 = Foreign(Ticker1,"C");
> > > > Var2 = Foreign(Ticker2,"C");
> > > > Test = Correlation( Var1, Var2, 8 );
> > > > Color = IIf(Test>0, colorBrightGreen, IIf(Test<0,
> > colorRed,
> > > colorWhite));
> > > > Color = IIf(Ticker1==Ticker2, 1, Color);
> > > > AddColumn( Test, Ticker2, 1.3, 1, Color);
> > > > }
> > > >
> > > >
> > > >
> > > > -----Original Message-----
> > > > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > > > Sent: November 28, 2003 1:46 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Re: to HERMAN: N100 Correlation
table
> > > >
> > > >
> > > > Herman,
> > > > There is no need to write the 100 tickers. If they
belong to
> > > WL10,
> > > > then
> > > > list = 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@x...]
> > > > > 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,BB
> > BY,BEAS,BIIB,BMET,BRCD
> > > > ,BRCM,CD
> > > > > WC,CEPH,"+
> > > > >
> > > > >
> > > "CHIR,CHKP,CHRW,CIE,CMCSA,CMVT,COST,CPWR,CSCO,
> > CTAS,CTXS,DELL,DISH,DL
> > > > TR,EBAY,
> > > > > ERICY,ERTS,"+
> > > > >
> > > > >
> > > "ESRX,EXPD,FAST,FHCC,FISV,FLEX,GEZ,GILD,GTX,HG
> > SI,HSIC,IACI,ICOS,ITC,
> > > > ITU,IVG,
> > > > > JDSU,JPR,KLAC,"+
> > > > >
> > > > >
> > > "LAMR,LLTC,LCR,MCHP,MEDI,MERQ,MLM,MST,MOLX,MSF
> > T,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 [ma
> > ilto: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,
> > > > > >
> > > > > > dirk
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > > ADVERTISEMENT
> > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to: am
> > iquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/gro
up/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms
of
> > > Service.
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to: am
iquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > >
> > >
> > >
> > --------------------------------------------------
> > --------------------------
> > > --
> > > Yahoo! Groups Links
> > >
> > > a.. To visit your group on the web, go to:
> > > http://groups.yahoo.com/group/amibroker/
> > >
> > > b.. To unsubscribe from this group, send an email to:
> > > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > >
> > > c.. Your use of Yahoo! Groups is subject to the Yahoo!
Terms of
> > Service.
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Yahoo! Groups Links
> >
> > To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
> > To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > Your use of Yahoo! Groups is subject to:
> > http://docs.yahoo.com/info/terms/
> >
> >
> >
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|