Calculate the average % two stocks are correlated

1 Sep 2011

1 Answer

3 Views (30 days)

0 votes

I am trying to calculate the average % two stock prices are correlated. I am a new to matlab and am wondering what would be the best function to use?

1 Comment
Show -1 older comments Hide -1 older comments

CR on 4 Sep 2011

Questions are not duplicated. One is to test for cointegration and the other is to test for correlation.

David Young on 1 Sep 2011

0 votes

corrcoeff, perhaps, if you don't want to introduce the possibility of time lags between the stock price sequences.

Find the treasures in MATLAB Central and discover how the community can help you!