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Re: STATISTICAL Data Analysis : Comparing Stocks ??? Help....


  • To: Lawrence Chan <omega-list@xxxxxxxxxx>
  • Subject: Re: STATISTICAL Data Analysis : Comparing Stocks ??? Help....
  • From: Ian McVicar <icm63@xxxxxxxxxxx>
  • Date: Thu, 14 Feb 2002 13:47:22 -0800
  • In-reply-to: <20020214191803.55118.qmail@xxxxxxxxxxxxxxxxxxxxxxx>

PureBytes Links

Trading Reference Links

Thanks for response..

Currently I normalise the data series or the close value, then I put a linear
line on that data, then I take the differences for StdDev calc.

Are you suggesting that I do  this : Take Close (not adjusted), place linear
line on this data, take the difference btw line and closes at 5 min data
points, THEN normalise the DIFF VALUES ??


My scanner works great : 400 stocks of 5 min data in  50 secs...I maintain
ASCII files on my hardrive care of QCollector.

Rgds

Ian McVicar