calculating correlation between two assets

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Updated August 3, 2015

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calculating correlation between two assets

August 3rd, 2015, 04:59 PM	#1 (permalink)
DaFonseca rio de janeiro, rj/brazil Elite Member Experience: Advanced Platform: ninja trader, dukascopy Trading: futures Posts: 9 since Aug 2012 Thanks Given: 0 Thanks Received: 0	Is there and tool on NT to calculate the correlation between two assets? i.e. ZB ##-## against NQ ##-##. or even on Interactive brokers?

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August 3rd, 2015, 05:30 PM

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Aufidius

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DaFonseca

Is there and tool on NT to calculate the correlation between two assets? i.e. ZB ##-## against NQ ##-##.
or even on Interactive brokers?

I'm not sure it is possible with NT7.

I personally do this using python and normally data from Quandl or IQFeed.
You can also write an indicator/strategy that exports historical data from NT to a CSV and using other tools measure correlation..

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August 3rd, 2015, 05:38 PM	#3 (permalink)
DaFonseca rio de janeiro, rj/brazil Elite Member Experience: Advanced Platform: ninja trader, dukascopy Trading: futures Posts: 9 since Aug 2012 Thanks Given: 0 Thanks Received: 0	In this case, I could also use excel.. But, another point here, As a NT subscriber (and IQfeed) can I use IQFEED data out of NT? How do you do that? directly from its website (using login and password)?

August 3rd, 2015, 05:40 PM

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Big Mike

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There are several correlation indicators in the download section of nexusfi.com (formerly BMT) for NT.

Click downloads.
Click search below that.
Type correlation.

https://nexusfi.com/local_links_search.php?action=show&literal=1&search=correlation&desc=1&keys=1

Mike

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Last Updated on August 3, 2015

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