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PureBytes Links
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u can use foreign to get different symbols quotes and correlate to
calculate correlation
if u really want to do a good job u needto run cointegration tests, so
u can find n-vectors not just pairs, but to do that u ll need
something like R
--- In amibroker@xxxxxxxxxxxxxxx, "nunopires2001" <nunopires2001@xxx>
wrote:
>
> Hi,
>
> I would like to use Amibroker, to help me detect stocks suitable for a
> PairsTrading Strategy.
>
> In order to do that, just for start, i would like to calculate spreads
> and correlation between stocks.
>
> Anyone can point me some directions?
>
> Thanks!
>
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