StockFetcher Forums · Filter Exchange · Correlation issue<< >>Post Follow-up
mahkoh
666 posts
msg #131637
Ignore mahkoh
9/30/2016 3:06:17 PM

If I use the following filter:

Fetcher[
add column corr(^SPX,80,close) is above 0.5
sort column 5 descending
]



I would expect spy on top with correlation near 1. I'm thinking the " ind(^SPX)) " function should be used here somehow but I can't figure out a way to use it in a syntax and get results.

Anyone have an idea? SF staff?





mahkoh
666 posts
msg #131643
Ignore mahkoh
9/30/2016 8:13:24 PM

Well, I ran this filter multiple times earlier today and it did not return more than 4 symbols, with ITRI as top correlated. And now it works as expected.


StockFetcher Forums · Filter Exchange · Correlation issue<< >>Post Follow-up

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