Rank: Newbie
Groups: Registered, Registered Users
Joined: 7/13/2005(UTC)
Posts: 1
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Tried to use the search but I guess I didnt use the correct keyword because I am certain this have been asked before! :)
I want to do exploration that calculates correlation between index and stocks using historical timeperiod. I mean I can do the correlation exploration clicking index and then Correl(P,C,250,0). This works fine but now it is using the LATEST 250 days in my database. Can I somehow use other 250 days? For example 250 days in 2000-2001?
Obviously my main goal is to backtest a system that uses "index-stock" -pair and I need to find index-stock combos that have the highest correlation, for example 2001-2002, and then I use my method 2002-2003 to see if it would have made any money. Thanks!
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 11/7/2005(UTC)
Posts: 602
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Maybe try using "OPTIONS" button on bottom of exploration window to go back
into the data you need. I've gone back to 1995 etc. when I want to test through the
2000 tech crash.
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