# Existing UDF For Returns Correlation (inputting Price)

Jul 18, 2013Any existing UDF that will take two ranges of Prices (for stocks) but get their respective returns to then get the correlation of that?

View 4 RepliesAny existing UDF that will take two ranges of Prices (for stocks) but get their respective returns to then get the correlation of that?

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All data is located within one book. I have two sheets with material codes in each sheet which include pricing (existing and current)

Sheet1 (has existing material codes plus existing pricing) Has about 1200 lines

Sheet2 (has current material codes plus current pricing), has about 36000 lines

I need to cross check if the material code (taken from sheet1) are still available in sheet2, and if they are, copy the current price back to sheet1. The current price needs to be pasted back into sheet1 (next to the existing price). If the material code doesn't exist (for whatever reason, in sheet2), the program needs to move onto the next line and leave the current price for that material code blank. The program should finish once all the lines in sheet1 are completed. I have attached a sample of what I'm trying to do,

I am using MS Query to join 3 worksheets together.

I need to calculate one field but it keeps returning an error.

the 2 fields are part of the same table calle "Trades"

The fields are : Quantity and USD Price

USD Price is calculated initially in the worksheet using the current exchange rate.

I can display each fields separately (no problem) but when I try to multply the 2: I get a syntax error.

Things i have tried:

I tried to multiply Quantity by 2 and it works. when I try to multiply USD Price by 2 I get the syntax error.

I also tried to copy the values (not the formula) into a new column called USD Price2 and:

- Quantity*USD Price2 : syntax error

- USD Price2*2: Syntax error

I need J22 to multiply based on years in B22 AND increase 5% for each of those years (compounding) after two years (excludes year 1 from 5% increase). In addition the cell needs to remain blank if D22 is blank. B22 = 1, then the stockprice needs to remain the same, and only increase by 5% after year 1.

Currently...

B22 = a number of years indicated by the formula: =IF(A22="","",DATEDIF(A22,I3,"y"))

J22 =IF(ISNA(VLOOKUP(D22,stockprices,2,FALSE)),"",VLOOKUP(D22,stockprices,2,FALSE))

Example:

If J22 stockprice lookup is $1000.00, and the number of years listed in B22 is 6, then the reported value in J22 needs to be $1494.40.

Windows 7 Ultimate / Excel 2010

I have calculated the implied volatility for different single options using the newton raphson method. But, I also need to calculate the implied volatility which minimizes the sum of squared differences between the observed market price and the model price for each day. I guess one needs to use vectors (jacobian matrix) to do this, but I do not know how to expand the code to be able to do this. Anyone have any idea how this can be done? I have attached the [code] I have used to calculate the implied volatility for one option.

View 2 Replies View RelatedThe analysis basically has 2 data components to it:

The 1st part, is a basic transaction list of shopping items bought through the year. Each transaction's shopping item also has the quantity of that item purchased at that time.

The 2nd part, is a pricing sheet for all the different types of shopping items. The pricing sheet has different prices for different quantities at which the item is purchased.

What I am trying to do is to find the relevant price for shopping item, which depends on not only what the item is, but also the quantity. In point form, it should follow the logic below:

1) Identify the item in the shopping list (worksheet 1) from the list of prices (worksheet 2)

2) Find quantity in the prices worksheet that is closest to the quantity in the shopping list (i.e. where the difference between the quantity on transaction list and the quantity on the pricing sheet is the least)

3) Pull the price for this "closest quantity"

I have uploaded a worksheet showing the structure of that data.

[url]

Is there some VB code I need to do this, or can it just be a few simple formulas?

I have have a large array of prices (across rows) and am looking for the closest price to match a price that I have been provided with. It's a basic benchmarking exercise on a row by row basis....and the price can be positive or negative. Is there a clean way to reference the closest price?

I have come across a fair amount of solutions, but none worked optimally - particularly the =INDEX(Data,MATCH(MIN(ABS(Data-Target)),ABS(Data-Target),0)) approach....it just didn't work for some lines, and only worked for values less than source price in other instances.

I would also like to reference the source on the next column.

I am trying to do an if statement where I ask if the 2009 price is .50 or less away from the 2008 price, bring back "Check" See below:

2008 2009

$23.95 $24.15

Using excel 2007

I have a nice case to prepare and need weekly riskfree interest returns on the UK treasury bond. Right now I have daily returns and want to convert them into weekly. The problem is, weeks do not always contain five trading days. How can I turn my data into weekly average riskfree interest returns?

******** ******************** src="*********>*********>Microsoft Excel - UK interest daily.xls___Running: 11.0 : OS = Windows XP (F)ile (E)dit (V)iew (I)nsert (O)ptions (T)ools (D)ata (W)indow (H)elp (A)boutA1=ABCD1DateInterest rateweekday 24-Jan-889.871 35-Jan-889.992 46-Jan-8810.053 57-Jan-8810.094 68-Jan-8810.135 711-Jan-8810.051 812-Jan-8810.072 913-Jan-8810.283 1014-Jan-8810.114 1115-Jan-889.985 1218-Jan-889.871 1319-Jan-889.962 1420-Jan-889.913 1521-Jan-889.864 1622-Jan-889.715 1725-Jan-889.71 1826-Jan-889.762 1927-Jan-889.693 2028-Jan-889.564 2129-Jan-889.555 221-Feb-889.741 232-Feb-889.622 243-Feb-889.643 254-Feb-889.684 265-Feb-889.755 278-Feb-889.931 289-Feb-889.852 UK interest daily [HtmlMaker 2.42] To see the formula in the cells just click on the cells hyperlink or click the Name boxPLEASE DO NOT QUOTE THIS TABLE IMAGE ON SAME PAGE! OTHEWISE, ERROR OF JavaScript OCCUR.

I have a question to ask, and not sure what you would call it. I am looking to input a 'Check Box' into a cell so you could have for example... two (2) choices - Yes - No - you would have an empty circle in front of each, and you select the one (1) you wish which would make it filled.

Is there a way to do this in excel? If there is, could someone possibly turn me in the right direction (or assistance) with inputting this?

concerning the use of correlation in vba. What are my options when i want to calculate a correlation within vba. The variables are all still within vba.

Who knows what formula's i could use to keep everything within vba.

If you don't understand my question please ask so i can try to make it more clear.

I've just been asked to do a new Quality Control project for my boss. What I'm looking to do is be able to input the thickness values of our product in one worksheet, and have it recorded in another, as well as have the data separated by the model number

The main problem I'm having is figuring out how to enter data in the 1 worksheet as a template, and have the data consecutively stored, one after the other

Are there any functions that will allow me to do this?

way to 'insert' a formula into a specific range of cells using VBA only when the Value of $A$7 is changed to a value that does NOT equal "Custom".

Heres what I have so far using Worksheet change event....

on sheet1 which is called working sheet and cell d25 is asking what type of goods been sold

i have several different sorts"

ie

s25

s28

s50

s69

s70

s82

abd

t70

t140

i want the spreadsheet to look up somewhere on a sheet called delivery all the components that could be used for that type

so i guess i need to name define?

ie if s25 is selected

on delivery sheet in a20 it would then list all the components underneath each other.

I discovered this sample database sheet (attached) on the forum I wanted to ask if a picture can be linked included? i.e. when entering a new record a picture (stored in a directory) can be added and linked to that record. Then when reviewing the records the picture is then displayed.

View 6 Replies View Relatedfor example.

I type "20 Feb 07", and excel formatting auto changes that to "Tuesday 20 Feb 07"

I actualy need this for a more complex formula...

if A1= any date from monday to sunday of one week, then A2= mondays date+21

the only way i can comprehend this is to make a formula that says if A1= a monday A2=date+21, A1= a tuesday A2=date+20, etc.

How to input information into one cell and it appears in another cell based onï»¿ specific information inputted.

View 3 Replies View RelatedI have some code that works fine below. It deletes an entire row based on the value in column J.

Ideally I would like to give the user the option to choose which column to base the deletion on. i.e. some kind of drop down box or input parameter where they could choose a different column "A", "B", "C" etc...

Private Sub CommandButton1_Click()

'Removes values less than 0

Dim rng As Range, cell As Range, del As Range

Set rng = Intersect(Range("J1:J1000"), ActiveSheet.UsedRange)

For Each cell In rng

If (cell.Value)

I have a sheet with a number of different columns, is there a way that when data is input into a cell in the first column that it time stamps the last column on the same row, and this time stamp is fixed. Then when data is input into the cell below the same thing happens, so i can have a time stamp for each entry.

View 9 Replies View RelatedI have code to create a correlation matrix (NxN, where N is the number of columns). This is done by selecting an area that is NxN, entering the function and range, then hitting ctrl +shift + enter (array formula).

However, I want to convert this to accept VBA arrays, rather than a data range, and give the output in form of an array as well.

VB:

Function CorrmatK(dataRange As Object) As Variant

On Error Goto 20

Dim r As Integer, n As Integer, rr As Integer, i As Integer, j As Integer, k As Integer, doit As Integer

Dim x() As Variant, mc() As Double, ss() As Double, m() As Double, ob As Object

r = dataRange.Rows.Count

n = dataRange.Columns.Count

[Code] ......

I am in the unfortunate position of having to run about 900 correlations with Excel as my only option. Normally this would be fine, but in this case, I need the Pearson's test of significance. The only way I know how to obtain this in Excel is through using a regression, which is incredibly time-consuming. Does anyone have a suggestion how to make the best use of time?

View 11 Replies View RelatedI am using excel to do a monte carlo analysis of a process. Until now, all my distributions have been uncorrelated, but from now I would like to produce distributions with a given correlation. This is a fairly easy process for normal distribution, but in this case one of the distributions is Weibull and the other lognormal. I don't have a stats background, so how to implement this. Producing the two distributions is no problem, but I would now like to be able to alter them or the original formulae so they are correlated properly. If it would greatly simplify the process, the lognormal distribution could be replaced by a normal, but not the weibull.

The formulae I'm using for each is:

I wasn't able to attach the file because it was too big, but you can download it from here www.easygcc.com/correl.rar. On the sheet called " Correlation" there is matrix, I am baiscally trying to fill in the correlation formula into every cell so the matrix is filled out. The data for the correlation calculation comes from the sheet called "Tech Data". I have filled in the correlation formula into a few of the cells as an example, but I don't want to continue doing this manually but rather have a macro do it for me. Otherwise this will take for ever. My macro is also a part of the file, if you would liek to look at it and maybe fix what I already have.

View 4 Replies View RelatedI am trying to make excel list in a column like 1,2,3,4,5. this is dependant on a value i place in one cell eg 5

i want excel to then place 1,2,3,4,5 in seperate cells down a column. does this make sense.

then the calculations will only appear the the numbered cells.

to formulate Excel formulas to obtain the average buy price and average sell price for me to do this futures trading. Thanks a lot. I downloaded the Htmlmaker to post the spreadsheet here to show the manual way to calcualte the average buy price and average sell price but when it is on html form, i clicked on the 'Please click this button to send the source into clipboard' button & then i paste into this thread. Is the way to make my spreadsheet appear here correct cause it cannot work.

View 9 Replies View RelatedI have a table that I add rows to via a macro. I am trying to add correlation matrices that find the last row of the table, and include a certain number of rows above that to create a rolling correlation. For example, if I want the 2 week correlation, I would like the last 10 rows of data, but if I add another row, this formula should move down to incorporate the new row and deselect the now 11th day preceding. I do this manually but it is very time consuming.

View 9 Replies View RelatedI am now analysing the ordered correlations of products in a warehouse.For example, I have 16 products (product 1 to product 16) in my warehouse. During last month, there were totally 391 orders (order 1 to order 391). If a product is requested in a ordered, an "X" will be marked as per attached sheet.

Now my goal is to figure out which pair (or even triple) of products are ordered/requested at the same time (or in the same order) for the last month. I intend to use the analasys result to move the more ordered pair/triple products to stay near to each other at the warehouse so it will save the time for picking.

How to do that analysis?

I have a particular issue - i am trying to create a rolling correlation.

lets say you have two variables for 3 different months:

Month1 a x

Month2 b y

Month3 c z

correlation will correlate a-c with t-v

however, come next month - i have to manually drag the ranges for a rolling three month correlation:

Month1 a t

Month2 b u

Month3 c v

Month4 d w

correlation will now correlate b-d with u-w for a the last three months.

I want to automate this as I know what the month is, I can't seem to return the last three months and correlate the data.

I have tried to do this with the database functions, but I think that they break the array relationship of b-d and u-w in the correlation function.

I'm trying to Pearson Ranks correlation table. This is the formula I'm

using:

=PEARSON(Ranks!$B$3:$B$230,Ranks!B$3:B$230)

This is placed in cell B3. When I copy the formula over to DT3 the formula

correctly adjusts the B in the second part of the formula all the way to DT

and still references the values in the B column.

But I want to now copy this down to C4, D5, E6 and then over to DT for each

so that it correctly makes the correlation table.

I wonder if you think it can be possible to constraint the RAND function so that it gives off its result commensurate with the result of another RAND function with certain probability N? For example,

Say there are two random functions and the first generates 0,5667 the correlation is at 0,5 so there is a 50% probability that the second random function will generate the result very close to it, say, 0,6012….Do you think the second random function can be tweaked so that it performs in this manner….when there is a 100% correlation – the results of both random functions will agree…when it is 80% it will be very close…..do you think this can be done with NORMINV?

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