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@xxxxxxxxxps.com, "nunopires2001" <nunopires2001@...>
> 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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