Calculating the correlation....

Discussion in 'Trading' started by yk, Dec 16, 2001.

  1. yk

    yk

    Good day,

    I was wondering if someone could point me out a resource that will give me the correlation between a stock and an index, stock and a stock, or vice versa.

    There was an application on this board that someone uploaded, but it doesnt seem to be working.


    Thanks...
     
  2. Hitman

    Hitman

    It was me who uploaded that macro, and it is discontinued because Yahoo removed historical quotes from their web site.

    In the mean time the next best thing is http://www.market-topology.com.
     
  3. SHORTY

    SHORTY

    Hitman,

    I've just checked and Yahoo stills supplies historical quotes. I've down-loaded them many times into an excel spreadsheet and used the correlation function in excel to get a correlation coefficient. It's somewhat time consuming, but it's the only way I've run across.
     
  4. Hitman

    Hitman

    Can you give me the link for historical quotes? I will update my macro. Also I need to take out the damn dividend crap.
     
  5. Hitman

    Hitman

  6. Hitman

    Hitman

  7. SHORTY

    SHORTY

  8. Hitman

    Hitman

    I already updated my macro.

    That said if you have a link without dividend it will be helpful.