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Anyone have ideas on how to generate an exploration to find which
symbols might have the best affinity for each other? That is, if one
moves up the other does too, xx % of the times? Same with moving down.
For example I'd like to know when AAPL moves, it may also mean a move
in some other symbol, xx% of the time. That way when AAPL moves, one
can monitor the other top affinity symbols for a possible entry.
Any comments, directions, or code snippets welcome.
AP
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