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Here are some elas that someone might find of interest.You have the random
walk index as well.
http://www.handels-systeme.de/workshop/download_ela.html
another link
http://home.iae.nl/users/guus/omega/sourcecode/ELindex.html
It seems Mark Brown made a lot of contributions in the past.
>From: "Bilo Selhi"
>To: ,
>Subject: Re: trendiness measures and RWI ela
>Date: Wed, 23 May 2001 13:51:28 -0400
>
>there was actually an ELA somewhere
>i don't remember for RWI random walk index.
>as i also remember PO from France kindly
>pointed out that there are several versions
>of RWI ela are floating around and most
>of them are incorrect calculations.
>also as i remember that was all from the
>SC rag article from a while ago.
>question:
>could someone post the RWI ela or
>e-mail me one please?
>correct or incorrect or both.
>thanks.
>bilo.
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