Hi there,

I have historical data; 40 columns of vertically displayed data according to
date which I use to create volatility and correlation matrices. I would like
to look at the volatilities and correlations of the 40 contracts for
different dates and different time periods. (For example, I would like to use
data from 2/6/06 to 25 days past that date, or, I would like to use data from
12/28/05 to 55 days past that date to find out what the differences were for
those specific dates and time periods).

To do this I have created a dynamic range name using input cells; one for
the date, one for the # of days out from that date. The name (DynamicRange)
refers to:

=OFFSET(dailychange!$A$2,MATCH(EDspdvolscorr!$K$2, dailychange!$A$2:$A$506,0)-1,1,EDspdvolscorr!$K$3,145)

Where EDspdvolscorr!$K$2 is the Desired date to start from and
EDspdvolscorr!$K$3 is the desired number of days to go out from.

Now what I would like to do is take a specific column(s) to find the
volatilities and correlations of the data points within that range. Is there
someway to do =CORREL(€œcolumn2 of DynamicRange€�, €œcolumn 4 of DynamicRange€�)
or =SQRT(SUMSQ(€œcolumn2 of DynamicRange€�)/EDspdvolscorr!$K$3) for example?

I think another option I have is to create names for each individual column
and link them all to the input cells. Which is easier/more efficient?

Thanks for your help,

-Darren