Rolling correlation

marco636

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Jun 18, 2026
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What is a good computer program for calculating rolling correlation.
 
That only calculates the static correlation. I want to find the rolling correlation. I believe that Correl() would work but I would need to recalculate it for everyday. I’m not that great at statistics and I have never tried to calculate this before am I wrong about that.
 
See if you can figure out how to use the fill down capability of excel and the correlation function to give you rolling correlation.
 
Wow, I can’t believe I didn’t think of that.
Thank you Darien and Joey
 
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