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Could you give the context of the Hotelling transform? I've never
seen the Hotelling T2 statistic used in technical analysis. I could
assist maybe, if I understand how it is used. The Hotelling T2 stat,
if this is what you refer to, is usually used in multivariate analysis
but there is a much simpler formula that works in one dimension.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer"
<formulaprimer@xxxx> wrote:
> Does anyone have a code for Hotelling Transformfor small sample sizes
> (e.g,: short period lengths say n<25)
>
> Please do not refer to a pay site for indicators. I am in a forum like
> this to get free source codes.
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