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Calculate the average % two stocks are correlated

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CR
CR on 1 Sep 2011
I am trying to calculate the average % two stock prices are correlated. I am a new to matlab and am wondering what would be the best function to use?
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CR
CR on 4 Sep 2011
Questions are not duplicated. One is to test for cointegration and the other is to test for correlation.

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Answers (1)

David Young
David Young on 1 Sep 2011
corrcoeff, perhaps, if you don't want to introduce the possibility of time lags between the stock price sequences.

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