Can we code this?

Algos, strategies, code
1

in the first part i wanted to find the correlation between two different stocks

and in second part i wanted to do simple linear regression of these two stocks, to find out ‘Residual term’ and ‘Predicted Y’. so i can use this to forecast the price.

Is it possible to code this in Pi?

and also can we backtest econometrics models (like AR, MA, ARMA, etc) in Pi (like R or MATLAB).

Thanks,

Mahesh

2

The correlation coefficient is calculated as:



you can do it in excel, it can not be coded in tradescript

3

yes, but exporting data to excel is not possible everytime when i’m considering large number of stocks, like if i want find correlation between Nify 50 stocks to Nifty indices.

4

Zerodha, can you please Reply??