PureBytes Links
Trading Reference Links
|
Hello,
I would simply like to calculate the correlation between
various ETFs in my stable against the S&P 500. How, for
example, would I get the correlation for IYR against SPX.X,
going back 300 days? I've looked at the AFL formula for
Correlation and I've dug through some posts on this group,
but I still can't figure out exactly how to do it, being a
complete AFL doofus. If someone would be kind enough to
post the code and briefly tell me how to initiate it, I
would greatly appreciate it.
Thanks!
NH
|