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Category
Multi-Bar Functions
Description
Pearson's Correlation of two series
Syntax
Correl(expr1, expr2, count)
Parameters
expr1 - data series formula
expr2 - data series formula
count - lookback period
Notes
Correl(ROC(C,1), Extern($SPY, ROC(C,1)), 100) would be a simple way to calculate the rolling 100-day correlation of a stock to SPY.
See also Spearman, CorrelAvg, etc.
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