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

Discussion in 'Trading Software' started by USAtrader, Nov 17, 2008.

  1. 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.

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