beta

I'm reading a book on trend trading and he scans for stock with a higher Beta ( volatility )than the market. He likes stock that are 2 times more volatile. Anyone know how I could do this.
I'm sure it would be possible in Bull script but perhaps not. Any ideas ?
This page has a code using the ROC. Do you think that would work
Some interesting formulas on this page
http://www.forexnet.lv/desktopDefault.aspx?tabid=837&pageID=343

Edited by jalna - 01 Dec 2009 at 1:06pm

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jalna Members Profile Send Private Message Find Members Posts Add to Buddy List Regular Joined: 31 Mar 2007 Posts: 95	Post Options Post Reply Quote jalna Report Post Quote Reply Topic: beta Posted: 01 Dec 2009 at 12:56pm
	I'm reading a book on trend trading and he scans for stock with a higher Beta ( volatility )than the market. He likes stock that are 2 times more volatile. Anyone know how I could do this. I'm sure it would be possible in Bull script but perhaps not. Any ideas ? This page has a code using the ROC. Do you think that would work Some interesting formulas on this page http://www.forexnet.lv/desktopDefault.aspx?tabid=837&pageID=343 Edited by jalna - 01 Dec 2009 at 1:06pm