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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 email : |
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