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Dynamic Correlation Calculation

Hi,

I have a worksheet of data with dates in ascending order in column A, and in columns B and C there are a list of investment returns at each date for two assets:

A B C
Date Return for asset 1 Return for asset 2


I would like to create a formula that will calculate the correlation (using Excel's CORREL function) of the returns of the two assets between any two dates represented in the range. I would like the formula to refer to the start and end dates in cells d1 and e1 respectively so that I can change the dates in those two cells and have the correlation formula recalculate for the new period selected.

Can someone please help.

Thanks!


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Hi all,

I hope you can help me with what I would like to do. I've searched and searched and not come up with anything yet!!

I have one sheet which is my 'data' sheet with a number of columns, one of which is a date which may be repeated.

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Any help you can give would be much appreciated.

Cheers,

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Hello,

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