Search found 2 matches
- Wed Jul 21, 2010 10:39 am
- Forum: Testing and Simulation
- Topic: Correlation Matrix:
- Replies: 11
- Views: 8820
- Wed Jul 21, 2010 5:49 am
- Forum: Testing and Simulation
- Topic: Correlation Matrix:
- Replies: 11
- Views: 8820
Correlation Matrix:
Correlation Matrix:
So I have a portfolio of say 6 instruments. I am interested in looking at their correlation matrix. Can someone please tell me how I can produce a correlation matrix for these 6 instruments – thanks.
So I have a portfolio of say 6 instruments. I am interested in looking at their correlation matrix. Can someone please tell me how I can produce a correlation matrix for these 6 instruments – thanks.