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Correlation of Returns
Correlation of Returns
Posted By
Co0olCat
4 Years Ago
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Correlation of Returns
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Co0olCat
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
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alpha23
Posted Tuesday August 05 2014
R.Net (https://rdotnet.codeplex.com/) allows you to use R methods via .Net code.
Duane
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Co0olCat
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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