Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Correlation Indicator for SF 5.1 ? Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
babzsak
Posted : Friday, September 16, 2016 10:26:14 AM
Platinum Customer Platinum Customer

Joined: 1/24/2005
Posts: 195

Is there an indicator already available or one that can be created so a current correlation between two assets can be quantified rather tan just eye-balled, for instance the correlation between equities and Treasuries which is usually inverse has recently been pretty tight. I've seen such indications in the past with a correlation of 1.0 being nearly exactly the same, below 1.0 being less corelated?

 

TIA

Bruce_L
Posted : Friday, September 16, 2016 10:31:37 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

There isn't an indicator but there is a block which can be used to create an indicator.

Correlating two indicators



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.