Reply To: Script Question Using Pearson’s Correlation Coefficient

Optuma Forums Optuma Scripting Script Question Using Pearson’s Correlation Coefficient Reply To: Script Question Using Pearson’s Correlation Coefficient

#65796
Matthew
  • Topics: 5
  • Replies: 421
  • Posts: 426

Hi,

On the scripts in the Watchlist, some (like the OEF column) are set to use Day / 10 Years, whereas the Correlation tool on the charts are using Weekly / 1 Year.  So the first step was to adjust the script to match the tools settings.

Secondly, adjust the Watchlists Date Range setting so that all data loads, not just the last year.

Once the above was done the results matched the chart / tool value.

As a side note, have you seen the Correlation Grid chart?  It looks like it may do what you’re trying to set up without the need for manual scripts: https://help.optuma.com/kb/faq.php?id=943

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