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PureBytes Links
Trading Reference Links
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Thanks for the links.
May I add this one?
http://lib-www.lanl.gov/numerical/bookcpdf/c14-6.pdf
I just wanted to replicate the article in Futures Magazine:
McEwan, Ron "A Simplified Approach to Pairs Trading" Futures December
2003: 34-37
Now that AmiBroker has portfolio testing capabilities, I'd think
testing market-neutral strategies a la hedge funds can be a new
frontier.
But for now I settle for rank correlation function to test a simple
pair trading.
Anyone?
ysk
--- In amibroker@xxxxxxxxxxxxxxx, "Corey Saxe" <res1wgwl@xxxx> wrote:
> See:
> http://stat.tamu.edu/stat30x/notes/node43.html
>
http://www.zephryus.demon.co.uk/geography/resource
s/fieldwork/stats/spear.html
>
> For us 18 delta medics,
> http://www.kelcom.igs.net/~nhodgins/spearman_ran
k_research_analysis.html
> http://www.blackwellpublishing.com/specialarticles/jcn_8_763.pdf
>
> De Oppresso Liber
> -CS
> ----- Original Message -----
> From: Jason Hart
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, February 28, 2004 4:48 AM
> Subject: Re: [amibroker] Spearman Rank Correlation
>
>
> Is this supposed to be well known or something? I've never heard
of it
> ; although I am interested to hear what it is all about
>
> qqqqq_99999_qqqqq <qqqqq_99999_qqqqq@xxxx> wrote:
>
> I'm not a newbie but pitifully lack programming skills.
>
> I've been struggling for hours to no avail.
>
> Could some kind soul post "Spearman Rank Correlation" function?
>
> ysk
>
>
>
>
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