Astonishing! That is SO impressive and simple.
Thanks, Mike.
Steve
"Mike Middleton" wrote in message
...
Steve -
The Correlation tool of the Analysis ToolPak will provide all pairwise
correlations.
Then use the SMALL worksheet function.
- Mike
www.mikemiddleton.com
"Steve Almond" wrote in message
...
I have a group of, say, 30 stocks. For each stock I have the monthly
return for the past 60 months.
I want to choose, say, 5 stocks from my universe of 30 which correlate
least with each other.
Is there a way to roll this into one giant calculation, rather than
correlate each stock with its 29 opponents?
Thanks,
Steve