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Appreciate suggestions for software that can do something like this this:
a) retrieve data from MSN or Yahoo for given symbols and date ranges
b) Calculate the stdev for each symbol using a given period
c) Given the stdev's and the last price of the syms, resolve ratios that
imply the number of shares to buy/sell so that the portfolio is close to
neutral.
Using Excel is doable, but its very error prone. ModelStation is too
expensive, unless you're doing way more than this example.
Thanks in advance.
Colin
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