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by fiberangel
June 4th, 2010, 12:28 pm
Forum: Student Forum
Topic: intercorrelated symbols in correlation matrix
Replies: 14
Views: 28155

intercorrelated symbols in correlation matrix

Thanks for pointing in the right direction. I suspected that brute force is the most likely approach.
by fiberangel
June 3rd, 2010, 3:43 pm
Forum: Student Forum
Topic: intercorrelated symbols in correlation matrix
Replies: 14
Views: 28155

intercorrelated symbols in correlation matrix

I'm using c#.Thanks in advance.
by fiberangel
June 3rd, 2010, 3:23 pm
Forum: Student Forum
Topic: intercorrelated symbols in correlation matrix
Replies: 14
Views: 28155

intercorrelated symbols in correlation matrix

<t>Hello,I have a large symmetric correlation matrix and I need to find the largest group of symbols that are all correlated to each other above a certain threshold.For example, A->B: 0.7, A->C: 0.75, B->C: 0.76.A, B, C all are in the same group since all are at least 0.7 correlated to each other.Ho...
by fiberangel
February 4th, 2004, 8:54 pm
Forum: Programming and Software Forum
Topic: Speed of Bloomberg API
Replies: 2
Views: 190317

Speed of Bloomberg API

<t>Hello,I just switched from eSignal feed to Bloomberg and I noticed that Bloomberg datafeed is much much slower, which surprises me.With eSignal I could refresh about 200 symbols in about 1.5 sec, but with Bloomberg it takes about a second to refresh 15 symbols. Am I doing something wrong here?Her...
by fiberangel
October 27th, 2003, 8:44 pm
Forum: Technical Forum
Topic: Access & Bloomberg API
Replies: 34
Views: 215896

Access & Bloomberg API

I'm trying to get Beta for a specific stock out of bloomberg terminal and store/display it in the DB/GUI that I'm writing. I have nothing so far (started this a day ago).Any hints would be greatly appreciated.Thanks