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Correlation of Returns

Posted By Co0olCat 3 Years Ago
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Posted Monday August 04 2014
Hi,

I am looking for best/elegant way to incorporate correlation of returns in portfolio.

Thank you.

Kind regards,
TY
Posted Tuesday August 05 2014
R.Net (https://rdotnet.codeplex.com/) allows you to use R methods via .Net code.

Duane
Posted Tuesday August 05 2014
Thank you.

To use R at this stage would be an "overkill".

I would use just the formula for computing correlations on daily returns.

Thank you.

Kind regards,
TY


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