[amibroker] Re: Corr Matrix via Gfx functions

["discuslorraine" <nicolas.navet@xxxxxxx>]

> Alternatively, you may export your time series to a txt file and

Sorry, forgot to say that you have to discretize the time series (or
better the returns), e.g. using 8 values, then you generate random
time series using the same alphabet of 8 values. 
If you don't discretize in such a way that all letters have the same
frequency, then it is better to use shuffled versions of the original
(discretized) time series. 

Btw, on the NYSE100 stocks (EOD data), I found no correlation at all
between predictability of the time series and profitability of TA (if
anyone is interested by the paper, just drop me a mail), but I might
not have tested the right TA rules ..

Regards,

Nicolas
 




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