I am aware of how to create a correlation matrix among the stocks in a given watchlist.
However, what I am interested in is to use Exploration to filter for highly correlated stocks. So my intent is something like this(pseudo code only): Correl = Correlation(StockA, StockB, 250); Filter = Correl > 0.8 AddColumn(StockA, "Ticker1"); AddColumn(StockB, "Ticker2"); AddColumn(Correl, "Correlation"); And the output of the Exploration should look something like: Ticker1 Ticker2 Correlation XYZ ABC 0.867 DFG JKI 0.932 .......... Does anyone have any clue on how this can be done at all? Thanks in advance.
