Thanks for your help. Cordell
--- In [email protected], "mric" <[EMAIL PROTECTED]> wrote: > > I believe this is off the AB website function list, but not sure... > > function crBeta (Market,Stock, LB) { > > MarketReturn = (Market-Ref(Market,-1)) / Ref(Market,-1); > > StockReturn = (Stock-Ref(Stock,-1)) / Ref(Stock,-1); > > MarketSquared = MarketReturn*MarketReturn; > > StockSquared = StockReturn*StockReturn; > > MS = MarketReturn * StockReturn; > > AvgMarketDelta = Sum(MarketReturn,LB) / LB; > > AvgStockDelta = Sum(StockReturn,LB) / LB; > > SumOfMarketSquared = Sum(MarketSquared,LB); > > SumofStockSquared = Sum(StockSquared,LB); > > SumOfMS = Sum(MS,LB); > > return (SumOfMS - (LB*AvgMarketDelta*AvgStockDelta)) / > > SumOfMarketSquared - (LB*(AvgMarketDelta * AvgMarketDelta)); > > } > > > > ForeignClose = Foreign("!SPX","Close",Fixup=1); > > Beta = crBeta(ForeignClose,Close,256); > > > > > > ----- Original Message ----- > From: ct1942 > To: [email protected] > Sent: Monday, March 20, 2006 9:38 PM > Subject: [amibroker] Programing help needed > > > Does anybody have a scan for beta that they wouldn't mind sharing? > > Thanks in advance. > > Cordell > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > > > > SPONSORED LINKS Investment management software Real estate investment software Investment property software > Software support Real estate investment analysis software Investment software > > > ------------------------------------------------------------------------------ > YAHOO! GROUPS LINKS > > a.. Visit your group "amibroker" on the web. > > b.. To unsubscribe from this group, send an email to: > [EMAIL PROTECTED] > > c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. > > > ------------------------------------------------------------------------------ > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
