Correlation matrix and different variables average correlation.

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wytautas

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Apr 9, 2013
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Hallo,

I am working with my investment portfolio improvement. There is 120 variables and them correlation matrix. 10 is always the same. I have done average correlations with 11 and 12variables manually, but wit 13, 14 and 15... I will be faster gradfather that finish it :) I couldnt attach excel file (size, format is correct) so attached here:
FileSwap.com : CORRELATION.xlsx download free

If anyone can show a little way how to do it, I will be really thankful!
 

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Hello. Thank you for your post. But can you please explain further how to know which ranges do we need to average?

Thank you in advance.
 
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