Hi all, I have to get rolling correlations for stocks over a period of 30+ years (1980 to today) based on daily price data.
The number of stocks I'm looking at ranges from 30 to 225 (Dow Jones to Nikkei).
I'm fairly new to VBA and am stuck at looping to get the rolling correlation figures. There's also a step to copy, paste special, transpose and skip blanks to symmetrically complete the matrix.
Would be super appreciative of anyone who can give me some tips to do this. The spreadsheet attached has a small sample of hypothetical data and what I want to achieve.
Cheers Jason
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