How to create a correlation table?


Slightly tricky one but, does anyone know how to create a cross-correlation table?

The data series for each user will comprise of 10-50 names, each name will have 24 historical data points (used to calculate the correlation between two names), and the cross-correlation table will comprise of the correlation between each combination of names (see example below). It would need to be dynamic as some users will have more/less names in their data set (hence the 10-50 range), so the table would need to expand/detract. I am thinking a portfoliogroup with a backend workflow but wonder if there’s a simpler way?

Any help would be much appreciated, thanks in advance!

Very interesting and helpful topic!


Something like this work?



This is something I could make.

I’ll look into this.

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Sure would! I’ll have another think also. Thanks.