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forget it, I think I found one in the archives
--- In amibroker@xxxxxxxxxxxxxxx, "jhart_1972" <jhart_1972@xxxx>
wrote:
>
> 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
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