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<DIV><FONT face=Tahoma>The must is there : <A
href="http://www.guppytraders.com/";>http://www.guppytraders.com/</A></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Tahoma>Jean-Roland</FONT></DIV>
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A href="mailto:giancarlogaydou@xxxxxxxxxxxx";
title=giancarlogaydou@xxxxxxxxxxxx>g.g.</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Monday, June 19, 2000 11:11
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: Behavioral finance &
Alpha - Beta in MS</DIV>
<DIV><BR></DIV>Hi Walter &
all,<BR><BR><X-TAB> </X-TAB>any
idea of how to get this workbook?<BR><BR>I'm calculating the Alpha & Beta
this way:<BR><BR>Alpha:<BR>( Sum( ROC( CLOSE,1,%),21) - <BR>
( Fml( "Beta" ) * Sum( ROC( INDICATOR,1,%),21)))/21<BR><BR>Beta:<BR>(( 21 *
Sum( ROC( CLOSE,1,%) * ROC( INDICATOR,1,%),21))-<BR> ( Sum(
ROC( CLOSE,1,%),21) * Sum( ROC( INDICATOR,1,%), 21)))
/<BR> (( 21 * Sum( Pwr( ROC(
INDICATOR,1,%),2),21)) -
<BR>
Pwr( Sum( ROC( INDICATOR,1,%),21),2))<BR><BR>are those formulas OK ? or there
is a better way to write them down?<BR><BR>Is there a place where I can find
the following formulas in MS language and/or VBA:<BR><BR> Parabolic
SAR<BR> ADX<BR><BR>Thanks for your help.<BR><BR>Best
regards<BR><BR>gg<BR><BR><BR><BR><BR><BR><BR><BR>At 08:39 PM 18/06/2000 -0400,
you wrote:<BR><BR>
<BLOCKQUOTE cite type="cite">Hi Giancarlo and others who wrote<BR><BR>I saw
a workbook a while back that was based on this page and Select2<BR><BR><A
href="http://web.singnet.com.sg/%7Emidaz/Select1.htm";
eudora="autourl">http://web.singnet.com.sg/~midaz/Select1.htm</A><BR><BR>Very
nice ... it put 10 Alpha-beta stock charts (i.e., see this page) on
a<BR>chart page with a slider for amount of displayed data.<BR><BR>The
histograms etc. on page 2 are all easily done in XL<BR><BR>So much for the
"wonderful-ness" of proprietary methods we hear so much<BR>about.
<G><BR><BR>Best regards<BR><BR>Walter<BR><BR><BR>----- Original
Message -----<BR>From: "g.g." <giancarlogaydou@xxxxxxxxxxxx><BR>To:
<metastock@xxxxxxxxxxxxx><BR>Sent: Thursday, June 15, 2000 8:22
AM<BR>Subject: Behavioral finance<BR><BR><BR>| <A
href="http://perso.wanadoo.fr/pgreenfinch/behavioral-finance.htm";
eudora="autourl">http://perso.wanadoo.fr/pgreenfinch/behavioral-finance.htm</A><BR>|<BR>|
gg<BR>|</BLOCKQUOTE></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Mon Jun 19 12:29:29 2000
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Message-ID: <004301bfda05$e5d9a180$4a2367d1@xxxxxxx>
From: "Walter Lake" <wlake@xxxxxxxxx>
To: "Metastock bulletin board" <metastock@xxxxxxxxxxxxx>
Subject: Alpha-Beta
Date: Mon, 19 Jun 2000 11:49:03 -0400
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Status:
Thanks for your emails
The Select 1 & 2 web pages
http://web.singnet.com.sg/~midaz/Select1.htm
have lots of ideas.
How you spread your work between Metastock and Excel depends on how your
research / trading setup is integrated. There are lots of charts/worksheets
on the site that can worked with.
Since you are sorting Alpha's of the stocks in the Index why not sort by
Beta's of the stocks in the Index and create "sub-Indexes". Interesting
clusters and ideas appear.
Cross-correlation is not the same thing. There you're sliding the data along
to see where it "lines up" ... where the correlation is highest, e.g. at 27
days or 156 days or 963 days etc.
Best regards
Walter
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