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 returnsCalculate correlationCalculate rolling correlationIt should be easy to adapt the spreadsheet with your own … Continue reading How To Calculate Correlation