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The adjusted closing prices of both stocks are used for the specified time frame. A Pearson correlation coefficient is calculated for the absolute close prices, as well as the daily return percentages of each stock based on the next day's adjusted closed price.
The data source used for this is WIKI Prices maintained by Quandl
  • Adjusted closing prices are used which account for all of the dividends and splits since that day
  • For interesting results, try testing date ranges during bull and bear time periods
  • Please trade at your own risk, stockbacktest.io is not responsible for trading losses