BullScan: beta

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beta

Printed From: BullCharts Forum
Category: BullCharts
Forum Name: BullScan
Forum Discription: For discusssions on BullScan
URL: http://www.bullcharts.com.au/forum/forum_posts.asp?TID=601
Printed Date: 16 May 2024 at 11:47pm
Software Version: Web Wiz Forums 9.69 - http://www.webwizforums.com

Topic: beta

Posted By: jalna
Subject: beta
Date 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