Hi,
I would like some help regarding an issue. I'm calculating the correlation between two stock indices in a moving window of 30 days BUT i want the window to jump 10 days for every row.
For example:
First row: CORREL(B4:B33;D4;D33)
Second row: CORREL(B14:B43;D14:D43)
etc.
There are 2500 rows of returns so I would be super grateful for any help. I would hate to do it manually...
Thanks.
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