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For the ADF test  google to get a vba based excel sheet [ called adftest] for the adf test. [or look webreg.de for the excel addon] go for Gretl for the other stuff  the OLS and the Cointegration (Engle Granger or Johansen ) test. for coding it in ami  its a simple mean reverting system [ means it is based on the mean of the spread and its standard deviation] and anybody with basic ami knowledge can do it [ in fact u can overlay the ma on the spread to get the charts] now the main part  have to look for the pair selection in the fno universe and its a tedious job and may be ami exploration can help me in doing this searching. if the time series operation can be ported to ami  the job will be easier and if not that happening then have to learn R / Matlab for this. [ who knew that trading means having such serious learning curve (!)] if any query arises  pls bring it out  I will try to help with my limited but growing knowledgw which in turn will help me immensely rgds Subroto Last edited by sr114; 13032015 at 02:50 PM. 
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ADF test on the following
Code:
Dickey Fuller Test Statistic 1. between Nifty Spot and Nifty Futures [near month] Dickey Fuller Test Statistic = 8.79579 pValue = 0.01 Lag order = 9 2. between Banknifty Spot and Banknifty Futures [near month] Dickey Fuller Test Statistic = 8.18812 pValue = 0.01 Lag order = 9 3. between Banknifty futures and Nifty Futures [near month] Dickey Fuller Test Statistic = 1.66057 pValue = 0.722049 Lag order = 9 rgds Subroto Last edited by sr114; 13032015 at 02:47 PM. 
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mc has this indic based on time series . are u searching same thing ? can u run that same ADF test on iccicbank vs sbin / axisbank vs yesbank / yesbank vs techm etc.
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thx nTuple Disclaimer: I am not a Research Analyst and not registered with any regulating authority. All posts are for educational purpose only. Consider us a dumb dumble guy in this analysis, any type of real time example will be quicklearn approach. Last edited by nTP; 13032015 at 05:08 PM. 
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Mullticharts ? No i am comfortable with ai and the indi is not that important. the main importance  is the hedge ratio and the implementation of the statistical part. so i zeroed down to R. all functions are available there and lot of codes %pseudo codes are available rgds 
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plz update us accordingly someone coded for nt7 with alglib on bmt
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thx nTuple Disclaimer: I am not a Research Analyst and not registered with any regulating authority. All posts are for educational purpose only. Consider us a dumb dumble guy in this analysis, any type of real time example will be quicklearn approach. 
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the ADF test of the following
Code:
Dickey Fuller Test Statistic 1. between ICICIBANK and SBIN Dickey Fuller Test Statistic = 2.03464 pValue = 0.563647 Lag order = 9 2. between YESBANK and AXISBANK Dickey Fuller Test Statistic = 2.95502 pValue = 0.174053 Lag order = 8 3. between TECHM and YESBANK Dickey Fuller Test Statistic = 1.73776 pValue = 0.689313 Lag order = 8 rgds 
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can we pair them or not pvalue should be nearly 1 not to pair
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thx nTuple Disclaimer: I am not a Research Analyst and not registered with any regulating authority. All posts are for educational purpose only. Consider us a dumb dumble guy in this analysis, any type of real time example will be quicklearn approach. Last edited by nTP; 13032015 at 09:50 PM. 
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