In Progress

Pair Trading

I currently have a working spread sheet that allows me to correlate stock pairs from yahoo. But I have a limitation of 60 correlations at a time. That’s due to the fact that all the analysis is done on one worksheet. I would like to be able to conduct up to 1000 correlations at a time. That means that the data would have to be split into multiple worksheets.

Also, the current spread sheet has a problem that when a stock is not found when doing the correlation is stops working. I would like the new spreadsheet to be able to ignore the not found stock and continue the process without failing to complete the rest of the stocks.

I've attached the spreadsheet for review.


Juan M

Skills: Excel, Sencha / YahooUI, Visual Basic

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