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Title: Re: [amibroker] Re: PairTrading on Amibroker
You can also use the code on the UKB:
http://www.amibroker.org/userkb/2007/04/24/creating-a-correlation-table/
herman
Monday, January 12, 2009, 1:06:34 PM, you wrote:
> 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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