I was wondering if there is a way to build a correlation matrix of a n stocks with NT. Hopefully there cold be some scripts already existing
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Hello Kalkanis,
Thank you for your post.
I am not familiar with any scripts to create a correlation matrix out of n stocks.
Also, do you plan to try to get the Market Analyzer to plot the correlation matrix? I do not believe this will be a feasible option as the Market Analyzer is not designed to provide such a display on instruments and data. You will likely need to export the data to another application such as Excel or create your own form. All which is not supported in NinjaScript.
Please let me know if you have any questions.
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