Ejemplo n.º 1
0
        private void StockCharts()
        {
            Stock1Collection.Clear();
            SimpleLinearResult slr = LinearAnalysisHelper.GetSimpleRegression(StockData, "Price1", "Price2");

            Title3 = string.Format("Prices : {0} ~ SPX, a = {1}, b = {2}, R2 = {3}, R2Adj = {4}", Ticker, Math.Round(slr.Alpha, 4), Math.Round(slr.Beta, 4), Math.Round(slr.RSquared, 4), Math.Round(slr.RSquaredAdj, 4));
            Stock1Collection.AddRange(MSChartHelper.ScatterChart(StockData, "Price1", "Price2", RegressionType.SimpleLinear));

            Stock2Collection.Clear();
            slr    = LinearAnalysisHelper.GetSimpleRegression(StockReturnData, "Price1", "Price2");
            Title4 = string.Format("Returns: {0} ~ SPX, a = {1}, b = {2}, R2 = {3}, R2Adj = {4} ", Ticker, Math.Round(slr.Alpha, 4), Math.Round(slr.Beta, 4), Math.Round(slr.RSquared, 4), Math.Round(slr.RSquaredAdj, 4));
            Stock2Collection.AddRange(MSChartHelper.ScatterChart(StockReturnData, "Price1", "Price2", RegressionType.SimpleLinear));
        }
Ejemplo n.º 2
0
        private void IndexCharts()
        {
            HySpxCollection.Clear();
            SimpleLinearResult slr = LinearAnalysisHelper.GetSimpleRegression(IndexData, "SPX", "HYSpread");

            Title1 = string.Format("HY ~ SPX, a = {0}, b = {1}, R2 = {2}, R2Adj = {3} ", Math.Round(slr.Alpha, 4), Math.Round(slr.Beta, 4), Math.Round(slr.RSquared, 4), Math.Round(slr.RSquaredAdj, 4));
            HySpxCollection.AddRange(MSChartHelper.ScatterChart(IndexData, "SPX", "HYSpread", RegressionType.SimpleLinear));

            HyVixCollection.Clear();
            slr    = LinearAnalysisHelper.GetSimpleRegression(IndexData, "VIX", "HYSpread");
            Title2 = string.Format("HY ~ VIX, a = {0}, b = {1}, R2 = {2}, R2Adj = {3}", Math.Round(slr.Alpha, 4), Math.Round(slr.Beta, 4), Math.Round(slr.RSquared, 4), Math.Round(slr.RSquaredAdj, 4));
            HyVixCollection.AddRange(MSChartHelper.ScatterChart(IndexData, "VIX", "HYSpread", RegressionType.SimpleLinear));
        }