36-Month ETF Correlations with Russell 3000 [View article]
Richard, I think you grabbed the wrong Excel file ( called 30 stocks). Go here www.gummy-stuff.org/30... AND click on the large matrix image - DON'T CLICK THE LINK THAT SAYS "30 STOCKS". Ponzo is just referencing an earlier Excel file.
36-Month ETF Correlations with Russell 3000 [View article]
36-Month ETF Correlations with Russell 3000 [View article]
36-Month ETF Correlations with Russell 3000 [View article]
It uses the adjusted close data from Yahoo.