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
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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