Correlation matrix and different variables average correlation.

wytautas

New Member
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:

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

Excel Facts

VLOOKUP to Left?
Use =VLOOKUP(A2,CHOOSE({1,2},\$Z\$1:\$Z\$99,\$Y\$1:\$Y\$99),2,False) to lookup Y values to left of Z values.
Hello. Thank you for your post. But can you please explain further how to know which ranges do we need to average?

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