Post: How To Calculate Correlation

How To Calculate Correlation

This spreadsheet contains eleven years of daily price data for four funds (FFR Global Real Estate, Gold, IEF 7y-10y US Treasury fund and the IUSA S&P 500 fund) from September 2007 to November 2018. The spreadsheet shows how to: Calculate daily and weekly returns Calculate correlation Calculate rolling correlation It should be easy to adapt […]

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