correlation function
To: [email protected]
From: [email protected]
Date: Thu, 7 Jan 2010 18:46:49 -0800
Subject: [amibroker] Non-correlated markets in AB
Hi all
Im in the process of looking into a couple of different trading strategies in
commodities. I am keen to trade a basket of commodties simultaneously but i am
mindful of not chosing a group that are strongly correlated (say 80%+), be it
positively or inversely.
My question to AB users is as follows - is there a function in AB that allows
me to gauge such information?
Or is it merely a case of eyeballing several charts and overlaying them on each
other?
ieal scenario would be to trade say 8 - 10 markets, all mostly uncorrelated
could be:
5 commodities;
3 FX;
2 indicies.
Cheers
Joe
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