Issue 513 in tradelink: correlation of trades

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Jan 13, 2010, 12:59:40 PM1/13/10
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Status: Started
Owner: cyber42
Labels: Type-Enhancement Priority-Low

New issue 513 by cyber42: correlation of trades
http://code.google.com/p/tradelink/issues/detail?id=513

Calculate correlation of trade profits in Results. Calculate the
probability of observing such correlations, assumning non-correlatednes.

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