|
PureBytes Links
Trading Reference Links
|
I was wondering if anyone had a code that put together a correlation
matrix for a given watchlist. For example, say you have a watchlist
of stocks, ETFs, Indexes, etc., I'd like to see how they correlate
with one another. I was thinking it would be ideal for up to 10
securities, after that it may become a little overwhelming.
I picture it in a table format looking a little like this (I hope it
posts OK)
stk A Stk B Stk C Stk D
stock A 1.0 .5 .25 .5
stock B
stock C misc. corr numbers here
stock D
I haven't attempted to code this yet, so I figured I'd check here
first. I could either tackle the coding or face the wife's wrath
over a crown molding project I've been putting off for weeks. If
I'm smart I'll do the latter.
thanks - Jason
------------------------ Yahoo! Groups Sponsor --------------------~-->
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
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/
|