FUNCTION: DELTA

STUB: Rank1 = DELTA( source_vector1,source_vector2)


Function DELTA is used to identify if two vectors are "about" the same. If the two vectors are identical then function DELTA will return 0. The more "different" the two vectors are the higher the value that is returned.

This is useful when comparing a vector with prices to the linear regression line for the those prices. If the prices where trending in a line-like formation then the DELTA will be small.

Mathematically there are many ways to perform such calculations. This is the "non-mathematicians" way to approximate the same functionality.