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equator  
#1 Posted : Monday, October 5, 2009 10:26:58 AM(UTC)
equator

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Joined: 10/5/2009(UTC)
Posts: 2

Hello,

I was wondering whether it was possible to code a formula for cointegration in metastock. Has anybody done it or does anyone knows how to do it? I have done a google search on it but found nothing.

Thanks in advance for your replies.
equator  
#2 Posted : Tuesday, October 6, 2009 3:01:33 AM(UTC)
equator

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Joined: 10/5/2009(UTC)
Posts: 2

In order for you to better understand my purpose let me state what I wish to do:
I wish to run a cointegration test on a candidate list of all possible pairs and find the coefficient of cointegration for all pairs. But, I don't know whether it is possible to do it with Metastock. I don't even know if it is possible to code a formula for cointegration in metastock.
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