[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[EquisMetaStock Group] Model on optimizing correlation with time delay?



PureBytes Links

Trading Reference Links

Does anyone know any model on optimizing correlation for 2 sets of data 
with time delay? It is easy to determine the correlation for 2 sets of 
data without considering time delay, which mean that if I shift the one 
set of data forward / backward as it correlates with other set of data 
or if I select different size of sample for both sets of data, the 
result on correlation could be stronger.  
Does anyone know any model on optimizing the process for correlation?
Thanks in advance for any suggestions
Eric



------------------------------------

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/equismetastock/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/equismetastock/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:equismetastock-digest@xxxxxxxxxxxxxxx 
    mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    equismetastock-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/