Correlation strategies

ajmyers · Mar 28, 2006

Does anyone know a site where I can get (free?) correlations between stocks? ie input 2 stock names and get a correlation for a given period - hence, it should have it's own datafeed too. And if not a site, a simple platform that will do the same thing. Surprisingly, many trading platforms have a range of indicators that can be implemented (moving averages, MACD, etc) but no use of correlation.

thnx

Jon
([email protected])

H2O · Mar 28, 2006

www.impactopia.com
www.pairstrading.com
www.pairstrader.com

are a few sites that I remember from when I used to trade stocks (pairs)

good reading material if you do a search for pair trading on www.elitetrader.com as well

hope this helps

Robertral · Mar 28, 2006

H2O said:
www.impactopia.com
www.pairstrading.com
www.pairstrader.com

are a few sites that I remember from when I used to trade stocks (pairs)

good reading material if you do a search for pair trading on www.elitetrader.com as well

hope this helps

Are you doing relative value trading???

ajmyers · Mar 28, 2006

H2O said:
www.impactopia.com
www.pairstrading.com
www.pairstrader.com

are a few sites that I remember from when I used to trade stocks (pairs)

good reading material if you do a search for pair trading on www.elitetrader.com as well

hope this helps

thanks for that

the problem really is that though there are some sites that offer correlation (even with a feed) the time period is fixed - they also are not clear on the period being used, for example Yahoo! provides a correlation for any stock with its major index. But what period are they using? Ideally what is needed is a site that allows a correlation to be run and for the user to be able to change the time period as needed.

ajmyers · Mar 28, 2006

No - just want to run correlations with indexes and other stocks for different time periods

Robertral · Mar 29, 2006

ajmyers said:
No - just want to run correlations with indexes and other stocks for different time periods

Why? you got some kind of dispersion or arb idea?

ajmyers · Mar 30, 2006

Robertral said:
Why? you got some kind of dispersion or arb idea?

I know what you mean by arb, but what would be a dispersion strategy?

hmenke · Mar 30, 2006

Is spread-trading = pairs-trading?

UM_manager · Mar 30, 2006

Hello ajmyers,
Forex correlations: http://www.understandmarket.com/index.php?categoryid=66

ajmyers · Mar 30, 2006

UM_manager said:
Hello ajmyers,
Forex correlations: http://www.understandmarket.com/index.php?categoryid=66

thanks - useful for forex, though I really need it for stocks. it's also a pay site, unfortunately!

Correlation strategies

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