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Pablo:
It is usual to normalize from the starting point, and then you can see the
changes in the values of the relative strength.
Lionel
_____
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of Paolo
Sent: Tuesday, August 22, 2006 8:48 AM
To: rahul100
Subject: Re: [EquisMetaStock Group] Composite and Referencing
Rahul
It's better to normalize dividing for the highest value of the
serie.
I'm not sure if it's possible.
Regards,
Pablo
r> Hi
r> I know how to create a composite security of a stock against an index
r> Now what i would like to do is to reference all future dates of this
r> composite to the first date.
r> At a selected starting date divide the price of the stock by the
r> value of the index. Call the resulting number R1. ( i can do this
r> part)
r> Is this part possible in MS?
r> In order to normalize the subsequent R numbers (R2,
r> R3 ..........Rn), divide them by R1.
r> This normalizes the values to a starting value of 1.
r> ie MSFT spread against DOW
r> r1 = 01/01/06
r> r2 = 02/01/06
r> r3 = 03/01/06
r> Thanks in advance for your help,
r> I want the data as opposed to an indicator so i can run explorations
r> on the data
r>
r> Yahoo! Groups Links
r>
Best regards,
Paolo mailto:italoarg76@xxxxxxxx <mailto:italoarg76%40fibertel.com.ar>
..com.ar
[Non-text portions of this message have been removed]
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