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there have been a few other posts in the pasts about finding
correlations for pairs and in the code put up people have created a
nice grid type of output.
i was unsuccessful at the logic of changing it and was hoping someone
could help.
what i want to do is run through a watchlist and correlate each stock
in the list against the other (which is what the other programs did
too) but then i only want to list out 3 columns in the output...
1. original ticker
2. foreign/other ticker
3. correlation
and i only want this if they correlate at least 70% over the last x
period, could be 252 days like in the other code.
If anyone could provide me with a little guidance it would be appreciated.
thanks
mike
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