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markpmc / quantdesk

Automatically exported from code.google.com/p/quantdesk
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screener feature: find correlated stocks #11

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago 
consider feature for specifying a criteria like:

 correlation('X') > 0.8

that would match stocks that have a correlation to X of higher than 0.8

Correlation is the square root of the sum of the square of daily deltas.

Original issue reported on code.google.com by atra...@gmail.com on 15 Jun 2010 at 1:43

GoogleCodeExporter commented 9 years ago

Original comment by atra...@gmail.com on 15 Jun 2010 at 1:44

GoogleCodeExporter commented 9 years ago 
Assigned to Karim.
--- In quantdesk@yahoogroups.com, Karim Ali <khadgar34@...> wrote:
> I would like to work on the correlation feature.

Original comment by Andrey.D...@gmail.com on 15 Jun 2010 at 8:26

GoogleCodeExporter commented 9 years ago 
Committed code for this feature. Check 
MyYahooStockHistoryServer.correlation(String)

Original comment by khadga...@gmail.com on 16 Jun 2010 at 6:03

GoogleCodeExporter commented 9 years ago

Original comment by khadga...@gmail.com on 17 Jun 2010 at 4:14