What do you mean by "n-vectors"?
--- In [email protected], "loveyourenemynow"
<loveyourenemy...@...> wrote:
>
> u can use foreign to get different symbols quotes and correlate to
> calculate correlation
> if u really want to do a good job u needto run cointegration tests, so
> u can find n-vectors not just pairs, but to do that u ll need
> something like R
>
>
> --- In [email protected], "nunopires2001" <nunopires2001@>
> wrote:
> >
> > Hi,
> >
> > I would like to use Amibroker, to help me detect stocks suitable for a
> > PairsTrading Strategy.
> >
> > In order to do that, just for start, i would like to calculate spreads
> > and correlation between stocks.
> >
> > Anyone can point me some directions?
> >
> > Thanks!
> >
>
