Hi I have a software called PairTradeFinder, and I try to replicate the correlation value. I have an excel-sheet with exactly the same values as in PTF, and I use built-in formula for CORREL in Excel. I cannot get the same values as in PTF, does anyone know how this correlation is calculated in PTF software??? I have tried to split the data into groups of 100days, but when I check against different pairs my results seems random compared to PTF. I have tried to measure correlation on open, on highs, on lows... Let me know if you have any ideas on how to replicate the correlation formula.