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!
Bookmarks