lis
32 posts
msg #146351
- Ignore lis |
1/31/2019 1:53:58 PM
I'm trying to look at correlation values. I seem to be showing positive and negative counts correctly, using my filter below; however, the 'between' counts are always the same in any given result. For example, GE shows 10, and AMD shows 3 for all of them. What silly thing am I missing?
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four
5,087 posts
msg #146358
- Ignore four |
1/31/2019 3:15:08 PM
1st guess... try creating a separate SET for the BETWEEN
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lis
32 posts
msg #146360
- Ignore lis |
1/31/2019 4:04:02 PM
I'm not sure what you mean, four...
And, FWIW, I did also try:
set{corr0spx,count(corr(^SPX,2,close) equal 0,200)}
but it gave me the same number as the BETWEEN versions.
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four
5,087 posts
msg #146361
- Ignore four |
1/31/2019 8:28:08 PM
Does this offer any help/work for your question?
----
set{a,count(corr(^SPX,2,close) greater than 0.9,200)}
add column a
set{b,count(corr(^SPX,2,close) between 0.1 and -0.1,200)}
add column b
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lis
32 posts
msg #146372
- Ignore lis |
2/1/2019 2:08:10 PM
I guess a better way to say it is that all three of the following statements end up showing the same resulting values for a stock:
set{corrnospx,count(corr(^SPX,2,close) between 0.1 and -0.1,200)}
set{corr50spx,count(corr(^SPX,2,close) between 0.5 and -0.5,200)}
set{corr0spx,count(corr(^SPX,2,close) equal 0,200)}}
I didn't expect all three statements to show the same count, so I thought I must be doing something wrong.
For example, in today's (Feb 1, 2019) results for GE, all three columns show 10. For AAPL, they all show 1, and for AAU, they all show 29. I would've expected, say, a lower number for the count between 0.1 and -0.1, as its results would've been included in the 0.5 to -0.5 count. And, maybe, by chance, a stock or two would've had the same counts for all of them - but *every* stock???
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four
5,087 posts
msg #146373
- Ignore four
modified |
2/1/2019 2:35:54 PM
symlist(ge,aapl)
set{a,corr(^SPX,2,close)}
set{aa, count(a < .1,200)}
set{aaa, count(a < -.1,200)}
add column separator
add column aa
add column aaa
set{between, aa - aaa}
add column between
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lis
32 posts
msg #146375
- Ignore lis |
2/1/2019 4:27:37 PM
Interesting alternative, four! Thanks!
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four
5,087 posts
msg #146376
- Ignore four |
2/1/2019 5:05:42 PM
welcome
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