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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
> |
>
|