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<FONT face=Arial color=#0000ff
size=2>Keara...
<FONT face=Arial color=#0000ff
size=2>
Do you
have any idea where your code came from? I'm working my way through
it, but not quite sure how to apply it. I have it working, but not sure
how much information the result contains. About where you left it, I
guess. Anything more you can tell me?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: keara33903
[mailto:keara33903@xxxxxxxxx]Sent: Wednesday, May 07, 2003 7:04
PMTo: equismetastock@xxxxxxxxxxxxxxxSubject:
[EquisMetaStock Group] Re: Cointegration?fmlvar I
never got it got much out of it .Good concept though. If you get it right
fix and repost Donaldpds:=.3;l1:={FmlVar("xvss","Vv")}C;y1:=
{(Trough(1,L1,pds))}l1;y2:= (Trough(1,L1,pds));y3:=
(Trough(2,L1,pds));x1:= {(TroughBars(1,L1,pds))}1;x2:=
(TroughBars(1,L1,pds));x3:=
(TroughBars(2,L1,pds));ex:=x1+x2+x3;ey:=y1+y2+y3;exy:=(x1*y1)+(x2*y2)+(x3*y3);xsqrt:=(x1*x1)+(x2*x2)+(x3*x3);ysqrt:=(y1*y1)+(y2*y2)+(y3*y3);Vv:=((3*exy)-(ex*ey))/(Sqrt((3*xsqrt)-(ex*ex))*Sqrt((3*ysqrt)-(ey*ey)))*-1;Vv;---
In equismetastock@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:> Has anyone written any MS or AB
code to solve for cointegration?> > If not, does anyone have the
forumula in English so that I could try to code> it to be shared by
all?> > I'm trying to improve on my "pairs" trading systems that
are currently just> using correlation
coefficients.To
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