Hi
I intend to calculate correlations between equity pairs. This could number
20,000 to 30,000
pairs that need to be examined. I would run 3 different caluclations to find
their correlation over daily, weekly and monthly price data. So I'm looking
at between 60,000 and 90,000 correlation calculations with each time series
consisting of about 100 points. The speed that this can be done is of
greatest importance and hopefully we would be able to run
this every day or at least once or twice a week. I will be using a PIII
900 MHz computer with 256 MB RAM. Can anyone tell me how long this will take
to run if I'm using S-Plus 2000?
thanks.
regards,
Rohini
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