Indicator for intraday beta?

E

eusdaiki

Is there any indicator that tells you how closely is one stock following an index [or another stock]?


Or one measures the lag/lead relationship between a stock and an index [futures]?
 
Thanks for the reply,

I've seen markettopology before... excellent site... however this isn't exactly what I'm looking for...
I'm looking something that tells me the beta coheficient based on intraday [not end of day] data...
 
why not calculate it yourself ?

I believe you could figure out lag/lead based on changes to your calculated beta throughtouy the day
 
Quote from eusdaiki:

Is there any indicator that tells you how closely is one stock following an index [or another stock]?


Or one measures the lag/lead relationship between a stock and an index [futures]?
More...

Yes there is.
 
Quote from bahdabing:

Yes there is.
More...
Care to expand?




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Yayt

I've though about it, but I want to make sure there's not an indicator already developed and commercially available before going and developing my own...
 
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