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capriole_charles
19 Mar 2020 pukul 11.09

Correlation & Beta 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Deskripsi

Display the correlation coefficient and/or Beta of an asset to a specified market.

Options to:
- Specify market (S&P500 futures by default)
- Display one or other metrics
- Modify assessment period (200 bars by default)
- Calculate on price, returns or log-returns
Komentar
TKFB000
This is a such smart indicator! Kudos to you Sir!
Noldo
That's nice script, thanks for your effort!
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