Hi
I have a list of 107 stocks and have generated a correlation matrix between them (i.e. I have a 107x107 matrix of results).
Next step I have used LARGE() to generate an ordered list of the highest results.
How can I map those results back to the names of the stocks?
i.e. generically, I have two 107x107 matrices, how can I take a result from one matrix and return the analogously-positioned result from the other matrix?
or another way of looking at it is how to return a result's grid ref {X,Y} from a matrix?
The only thing i've thought of is for each row or column take a slice of the 1st, 2nd, 3rd highest results but that relies on me not looking to return that many results as it isn't scalable (i'm probably looking at the top 400 results from this ~11000 result matrix).
Please help...
I have a list of 107 stocks and have generated a correlation matrix between them (i.e. I have a 107x107 matrix of results).
Next step I have used LARGE() to generate an ordered list of the highest results.
How can I map those results back to the names of the stocks?
i.e. generically, I have two 107x107 matrices, how can I take a result from one matrix and return the analogously-positioned result from the other matrix?
or another way of looking at it is how to return a result's grid ref {X,Y} from a matrix?
The only thing i've thought of is for each row or column take a slice of the 1st, 2nd, 3rd highest results but that relies on me not looking to return that many results as it isn't scalable (i'm probably looking at the top 400 results from this ~11000 result matrix).
Please help...