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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 type=cite 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>
http://web.singnet.com.sg/~midaz/Select1.htm<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>
|
http://perso.wanadoo.fr/pgreenfinch/behavioral-finance.htm<br>
|<br>
| gg<br>
|</blockquote></html>
</x-html>From ???@??? Mon Jun 19 06:41:58 2000
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Message-ID: <004501bfd9df$d8839660$6f8d6395@xxxxxxx>
From: "Walter Lake" <wlake@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
References: <4.2.0.58.20000615142058.0097a100@xxxxxxxxxxxxxx> <4.2.0.58.20000619105651.00a22470@xxxxxxxxxxxxxx>
Subject: Re: Behavioral finance & Alpha - Beta in MS
Date: Mon, 19 Jun 2000 07:15:59 -0400
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Status:
Hi Giancarlo
Use these columns ...
log change of Index =LN()
and for each stock:
Log Change =LN()
Beta =SLOPE()
Alpha =INTERCEPT()
10 Stocks on each calc page is no problem plus a chart sheet with all 10
charts fitted for easy viewing.
The Metastock formula that you mentioned uses 21 days I believe. That can be
shortened (varied) substantially.
Index as a "basket of goodies" doesn't have to be an "official Index" as the
article implies.
Will get back to you.
Walter
----- Original Message -----
From: g.g.
To: metastock@xxxxxxxxxxxxx
Sent: Monday, June 19, 2000 5:11 AM
Subject: Re: Behavioral finance & Alpha - Beta in MS
Hi Walter & all,
any idea of how to get this workbook?
I'm calculating the Alpha & Beta this way:
Alpha:
( Sum( ROC( CLOSE,1,%),21) -
( Fml( "Beta" ) * Sum( ROC( INDICATOR,1,%),21)))/21
Beta:
(( 21 * Sum( ROC( CLOSE,1,%) * ROC( INDICATOR,1,%),21))-
( Sum( ROC( CLOSE,1,%),21) * Sum( ROC( INDICATOR,1,%), 21))) /
(( 21 * Sum( Pwr( ROC( INDICATOR,1,%),2),21)) -
Pwr( Sum( ROC( INDICATOR,1,%),21),2))
are those formulas OK ? or there is a better way to write them down?
Is there a place where I can find the following formulas in MS language
and/or VBA:
Parabolic SAR
ADX
Thanks for your help.
Best regards
gg
At 08:39 PM 18/06/2000 -0400, you wrote:
Hi Giancarlo and others who wrote
I saw a workbook a while back that was based on this page and Select2
http://web.singnet.com.sg/~midaz/Select1.htm
Very nice ... it put 10 Alpha-beta stock charts (i.e., see this page) on a
chart page with a slider for amount of displayed data.
The histograms etc. on page 2 are all easily done in XL
So much for the "wonderful-ness" of proprietary methods we hear so much
about. <G>
Best regards
Walter
----- Original Message -----
From: "g.g." <giancarlogaydou@xxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, June 15, 2000 8:22 AM
Subject: Behavioral finance
| http://perso.wanadoo.fr/pgreenfinch/behavioral-finance.htm
|
| gg
|
|