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mbaril

mbaril
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  • Modified GMR Signal For July 2014: SSO [View instapost]
    I think that is a copy and paste typo! Last month was ILF.
    Jun 30 04:08 PM | Likes Like |Link to Comment
  • Modified GMR Signal: ILF [View instapost]
    I understand now. It's the correlation of the monthly returns, not monthly prices.
    May 2 02:53 PM | Likes Like |Link to Comment
  • Modified GMR Signal: ILF [View instapost]
    Marc,

    I don't see how you get -0.95 since SSO and EDV have been moving in the same upward direction for the last 4 months. These are my numbers and I get 0.68 for the last 4 months using the CORREL function. What am I doing wrong?

    SSO EDV
    Jan 95.14 97.39
    Feb 103.76 97.73
    Mar 105.31 98.83
    Apr 106.61 101.74
    May 1 05:15 PM | Likes Like |Link to Comment
  • Modified GMR Signal: ILF [View instapost]
    I used end of month close. What price do you use?
    Apr 30 09:05 PM | Likes Like |Link to Comment
  • Modified GMR Signal: ILF [View instapost]
    Marc, was your correlation around 0.2?
    Apr 30 05:30 PM | Likes Like |Link to Comment
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