Stock scanner for beta's and correlation

This is a discussion on Stock scanner for beta's and correlation within the Trading Software forums, part of the Commercial category; Hi all I would like to find a website that can scan for stock beta's against the Russell 2000, or ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Apr 4, 2006, 12:45am   #1
 
3 Posts
Joined Jan 2006
Stock scanner for beta's and correlation

Hi all

I would like to find a website that can scan for stock beta's against the Russell 2000, or any index for that matter.

Also I would like the scanner to include correlation and r-squared.

Anyone seen one out there?

Thanks

Tinkz
Tinkz is offline   Reply With Quote
Old Apr 4, 2006, 7:14am   #2
Joined Nov 2001
Hi Tinkz,

Technical Analyst from Updata will do all of that for you. Provided youíve got the data the program allows you to be totally flexible about the way that data are analysed. For example, for any exchange or watchlist you may wish to create or individual instrument (normally an index), the program allows you to select any period range, for example, from 1st May 1990 to 31st July 1995, or on or from a specific date; the number of data points for the calculation, all data that maybe available or a specific number of data points; and finally any time frame you may want to analyse, for example, daily, weekly or monthly or interval data, such as, 1, 5, 10, 15 or hourly data.

So far as I know the basic package includes data for more than 40 exchanges worldwide, such as LSE, NASDAQ, NYSE; but I donít know where youíd get the data for the Russell from, at least not from a single source. I guess youíd have to manually edit or enter its constituent instruments as a watchlist if you canít cut and paste them from some third party data provider if you canít get it from Updata.

Here are some links for you:

http://www.updata.co.uk/welcome/default.asp

http://www.updata.co.uk/shop/freetrialall.asp

HTH

Cheers

Mayfly
__________________
Life is for living, if only for a day.
Mayfly is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
Stock Correlation Software GARREI Trading Software 6 Aug 22, 2008 10:06am
End of Day LSE scanner ONTrader Trading Software 2 Jan 17, 2007 11:52pm
FX scanner wasp Forex 6 Sep 15, 2006 11:01am
Float Scanner des44 Trading Software 2 Jun 18, 2005 6:57pm
Stock index/FX correlation ddunne82 Forex 4 Apr 7, 2005 2:09pm

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)