[amibroker] Using Exploration to filter correlation???

["ezbentley" <ezbentley@xxxxxxxxx>]

I am aware of how to create a correlation matrix among the stocks in a given watchlist.

However, what I am interested in is to use Exploration to filter for highly correlated stocks. 

So my intent is something like this(pseudo code only):

Correl = Correlation(StockA, StockB, 250);
Filter = Correl > 0.8 
AddColumn(StockA, "Ticker1");
AddColumn(StockB, "Ticker2");
AddColumn(Correl, "Correlation");

And the output of the Exploration should look something like:

Ticker1    Ticker2    Correlation
XYZ        ABC        0.867
DFG        JKI        0.932
..........

Does anyone have any clue on how this can be done at all?

Thanks in advance.



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