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amernick  
#1 Posted : Monday, September 12, 2005 5:31:16 AM(UTC)
amernick

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Is it possible to write an exploration that distributes a correlation between a list or folder and a base index or security. I know we can do this with Comparative Relative Strength. Ideally, I would like to set up an exploration that would have the correlation coefficient to the SP-500 in Col. A., the Alpha in column B, and the Beta in col. C. The reason for this are obvious. One can find many arbitrage opportunities by finding anti-correlations and it is also useful in Intermarket relationships. Thanking you in advance!
StorkBite  
#2 Posted : Monday, September 12, 2005 5:55:38 AM(UTC)
StorkBite

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Originally Posted by: ForumDll.CustomIndex", "C:\\MetaStock Data\\My Trades\\SP500") Go to Quoted Post
C; Column C [%DELTA] C-ExtFml("ForumDll.CustomIndex", "C:\\MetaStock Data\\My Trades\\SP500"); UserPostedImage
Patrick  
#3 Posted : Monday, September 12, 2005 6:18:04 AM(UTC)
Patrick

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Sorry guys it still is not ready ...
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