Intraday basis correlation: Which site / software can I use to do this...

U

USAtrader

Intraday basis correlation. Not necessarily real time, just need at least based on past data...

I put in symbol, the subject, then it spits back most closely correlated symbols in list, or gives me correlation data from symbols I input to compare against subject

Nothing crazy, my needs are simple.

Thanks.
 
Quote from USAtrader:

Intraday basis correlation. Not necessarily real time, just need at least based on past data...

I put in symbol, the subject, then it spits back most closely correlated symbols in list, or gives me correlation data from symbols I input to compare against subject

Nothing crazy, my needs are simple.

Thanks.
More...

U could write your own in Matlab. That's what I did, hooked up to a BBG adapter.

-lc
 
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