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Correlation estimate

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    Correlation estimate

    I need to estimate the correlation of different DataSeries.
    Apparently, I cannot find such a function on the Stat functions in NT.
    If that is the case, could you advise for a C# library (preferably free) to access such a function?

    Thank you

    #2
    Hello,

    This is not supported. You may want to search MSDN for something like that.
    DenNinjaTrader Customer Service

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      #3
      Right, but I can freely access 3rd party libraries and their functions from my Ninja Script?

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        #4
        Hello,

        Yes, this is possible in NinjaScript.
        DenNinjaTrader Customer Service

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