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Hi !
I want to explore the opportunitie of pair trading, i.e. to trade 2 instruments with very high correlation, if , say, the difference in 2 instruments increased over it's historic value than put a trade with a bet that their difference will come to lower value, close to historic value. I gonna trade index ETFs.
Here is an idea what I mean:
http://finance.yahoo.com/q/bc?t=1d&s=DIA&l=on&z=l&q=l&c=iwm
http://finance.yahoo.com/q/bc?s=dia&t=1d&l=on&z=l&q=l&p=&a=&c=spy
http://finance.yahoo.com/q/bc?t=1d&s=QQQQ&l=on&z=l&q=l&c=iwm
http://finance.yahoo.com/q/bc?t=1d&s=QQQQ&l=on&z=l&q=l&c=dia
So the question: Could someone help and write a simple code that will draw a chart of difference between mentioned ETFs: IWM, SPY, QQQQ, DIA. I mean not a chart of symbol, but chart of 2 symbol difference, say {DIA} minus {IWM} or {QQQQ} minus {DIA}
thanks a lot for any help !!!
Alex
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