Re: Seasonality calculation

["Walter Lake" <wlake@xxxxxxxxx>]

Hi Marco

I hope that I didn't mislead you. My "versions" of MRCI seasonality and
spread seasonality calculations are programmed using Microsoft Excel and NOT
Metastock.

Are you familiar with Excel and its programming language VBA (Visual Basic
for Applications)?

Best regards

Walter

----- Original Message -----
From: "Marco" <mgugliel@xxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Saturday, May 20, 2000 8:09 AM
Subject: R: Seasonality calculation


| Hi Walter, many thanx
|
| Just some clarificationn abourt how proceed:
|
| I have the various contract sseparately for expiration date, and I would
| like to calculate the seasonality of  a spread (let 's ay buy corn
july/sell
| wheat dec.) How to proceed?
|
|
| In addition, I do not unserstand the latest part of your email, ols may
you
| clarify?
|
| > It's standard XL stuff. Serious number crunching without anything
| > complicated. VBA subs in XL take about 20 to 30 seconds to run, for all
| the
| > analysis and charting you can think of, for each contract.
|
|
| Many thanx again
|
| Best
|
| Marco
|
|
|
| ----- Original Message -----
| From: Walter Lake <wlake@xxxxxxxxx>
| To: <metastock@xxxxxxxxxxxxx>
| Sent: Saturday, May 20, 2000 1:20 AM
| Subject: Re: Seasonality calculation
|
|
| > Hi Marco
| >
| > Normalize your yearly contracts and apply a 15 year average. Sort for
| > minimum profit levels e.g.. 12 of 15 years, etc. Use slope and r-squared
| to
| > determine bull-bear years.
| >
| > It's standard XL stuff. Serious number crunching without anything
| > complicated. VBA subs in XL take about 20 to 30 seconds to run, for all
| the
| > analysis and charting you can think of, for each contract.
| >
| > Best regards
| >
| > Walter
| >
| > ----- Original Message -----
| > From: "Marco" <mgugliel@xxxxxxxxxxxx>
| > To: <metastock@xxxxxxxxxxxxx>
| > Sent: Friday, May 19, 2000 3:09 PM
| > Subject: Seasonality calculation
| >
| >
| > | Hi,
| > |
| > | is there somebody that may explain  how  the seasonal pattern shown in
| the
| > | www.mrci.com site are calculated, or in any case which is(are) the
| > | mathematical technique(s) to calculate the seasonality of a commodity
or
| > | stock?
| > |
| > | Many thanx in advance for any help
| > |
| > | Best
| > |
| > | Marco
| > |
| >
|