Quantitative Finance in Julia

Specific Domains Finance and Economics
21

How do i make a matrix with different lenghts for correlation

DimensionMismatch: inconsistent lengths

  1. corm(::SubArray{Float64, 1, Vector{Float64}, Tuple{Vector{Int64}}, false}, ::Float64, ::SubArray{Float64, 1, Vector{Float64}, Tuple{Vector{Int64}}, false}, ::Float64)@Statistics.jl:703
  2. cor(::SubArray{Float64, 1, Vector{Float64}, Tuple{Vector{Int64}}, false}, ::SubArray{Float64, 1, Vector{Float64}, Tuple{Vector{Int64}}, false})@Statistics.jl:747
  3. top-level scope@Local: 1 [inlined]

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cor(CHFadj[(“CHFAUD”,)].adjclose,CHFadj[(“CHFBRL”,)].adjclose)

type Array has no field adjclose

  1. getproperty@Base.jl:37 [inlined]
  2. top-level scope@Local: 1 [inlined]

1