Step 1: Enter the tickers you would like to see the ratio and correlation of, first the numerator then the denominator. Step 2: Select how many trading days you would like to see the rolling correlation calculated over. Step 3: Enter the start and end dates for the simulation and press the 'Run Backtest' button.

Results show the ratio on the top chart, correlation on the middle chart, and the ticker's returns on the bottom [log scale] based chart. Ratio Ouptut Chart = Numerator Ticker divided by Denominator Ticker

Tickers for Ratio and Correlation

Ratio Numerator

Ratio Denominator

Rolling Correlation Length (trading days):

There are approximatly 252 trading days per year on the NYSE

Start Backtest

End Backtest

If you would like to save your settings copy the below URL, and bookmark it. When you would like to resume, visit this bookmark and settings will be filled in automatically.

Save Settings for Future Use - Copy this URL

Downloads

The spreadsheet below is a day by day spreadsheet of the ratio value alongside the stock ticker equity growth, it can be edited and viewed in Excel but not uploaded to any of our combine tools. Daily Ratio Spreadsheet

A HTML Report can be downloaded below with settings and equity curve information, please save file to drive before opening. This file may be shared with others or saved to your computer for future reference. Download HTML Report

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