Correlation Index

25 พ.ย. 2021

Shows how often and how much the underlying security deviates from the base stock.

Indices that help in the selection of securities:

Lst10 - last 10(long factor parameter) periods average
Aver - fulltime averaged

pwr - total deviation area from base
ust - unstability (drawdown index)
cor - percent of positive bars

cross - fulltime averaged deviation

27 พ.ย. 2021

เอกสารเผยแพร่

ust (unstability value) replaced with mdd (maximum drawdown)