Correlation Sample Spreadsheet

This Microsoft Excel® spreadsheet uses the RTD correlation formula to pull historical correlation values from CQG.

You can enter the symbols for two markets, time frame, and the look-back period for the correlation analysis. The date and time of each bar are also displayed.

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Disclaimer

Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor. The opinions expressed here are solely those of the author and do not reflect the opinions of CQG, Inc. or its affiliates.