On a related note, how do you correlate data between pairs/performance where the other pair is negatively correlated, eg historically bonds and indices?
On a related note, how do you correlate data between pairs/performance where the other pair is negatively correlated, eg historically bonds and indices?
No, I know that, I meant how can you correlate the data in Excel.
When you load in the data, the correl function will see one symbol going up in price and the other down in price so won;t give a correlated value, it has to be inverted somehow.
On a related note, how do you correlate data between pairs/performance where the other pair is negatively correlated, eg historically bonds and indices?