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Hi Herman,
I am aware of the correlation table. However, that table will show the correlation among ALL stocks.
What I am trying to accomplish is something like this(pseudo code only to illustrated my intent):
Correl = Correlation(StockA, StockB, 250);
Filter = Correl > 0.8;
AddColumn(StockA, "Ticker1");
AddColumn(StockB, "Ticker2");
AddColumn(Correl, "Correlation");
And the output of the Exploration should look something like:
Ticker1 Ticker2 Correlation
XYZ ABC 0.867
DFG JKI 0.932
..........
In other words, I want to filter for high correlation pairs and output them in a tabular form as supposed to a matrix.
Any help will be greatly appreciated,
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