Hi Tomasz and Everyone,
I wrote a little AFL to show correlation between a stock and
its industry group, but the correlation function seems to be returning strange
results in some cases.
The 1st picture shows the code and the top of the results
list, sorted by correlation. My questions are:
1) Why does correlation return result > 1? (please see 1st
row)
2) Why do some stocks return strange symbol?
(1.#J)
2nd picture (middle of the list) shows that some stocks
seem to work ok, and also *maybe* implies that symbols with 1.#J also have
correlation > 1?
3rd picture (bottom of the list) *maybe* implies that
some stocks have correlation < -1?
Thanks very much for any help!
Steve
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