Hi, I have a list of 206 stocks (data sets) and I want correlation of every single stock with other 199 stocks on a regular day to day basis. For example, I want to like to know correlation of stock ACC with every other 205 stocks on a daily basis.
I want to filter the pair of stocks with correlation >0.75 or <-0.75. Then, I want density curve values for ratios of filtered pair of stocks with correlation more or less than 0.75 or -0.75. For example, if stock A & B have correlation 0.85, now I want density curve value for ratio of stock A/B. This entire system I want on daily basis.
I will send you the list of stocks, for data yahoo/google finance will be used. If someone is familiar with R programming than it is an advantage.
Please free to ask questions, if any
I am looking for a mix of experience and value