correlation matrix
 

i have monthly data from 50 funds ( monthly returns like 1% , -0.87 %
etc ) starting from jan 1990 until june 2003.

i want to create a correlation matrix using excel.
i m using the correl function.
but to create such a large 50 by 50 matrix , its getting real
complicated here using excel.

is there a simple way to do this ?
i v tried to use the data anlysis tool from excel , but its still
making me do this 50 times .
i want it to be flexible as next month i ll be adding data for july
2003
so i dont want to do ths whole thing 50 times again .

does anybody know how to write a macro which asks me
start date , end date and then calculates the whole correlation matrix
, which makes it flexible as i just enter the dates.
can someone pls help.

thanks in advance.
sam

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