M MsTraderQQQ Jul 31, 2020 #1 Are there any free stock correlation screeners on the web that will do a global screen of equities which will give me the highest correlated pairs? Does such functionality exist on Think or Swim? Thank you!
Are there any free stock correlation screeners on the web that will do a global screen of equities which will give me the highest correlated pairs? Does such functionality exist on Think or Swim? Thank you!
P panzerman Jul 31, 2020 #3 Correlation is the wrong metric. Cointegration is the metric to use for pairs.
M MsTraderQQQ Aug 3, 2020 #4 panzerman said: Correlation is the wrong metric. Cointegration is the metric to use for pairs. More... Thank you for that. Is there a a resource I can use to see cointegrated stocks?
panzerman said: Correlation is the wrong metric. Cointegration is the metric to use for pairs. More... Thank you for that. Is there a a resource I can use to see cointegrated stocks?
