Computes the covariance (as a percentage change) between 2 symbols.
The observations used are selected as follow:
-We start from the current period and go backwards an user selected length.
-For each period we take the closing price.
-The step in between periods is the timeframe duration that we are currently viewing.
-We change from closing prices to percentage change between the current period and previous one. ( Xn = (Xn - Xn-1)/Xn-1 * 100 )
The observations used are selected as follow:
-We start from the current period and go backwards an user selected length.
-For each period we take the closing price.
-The step in between periods is the timeframe duration that we are currently viewing.
-We change from closing prices to percentage change between the current period and previous one. ( Xn = (Xn - Xn-1)/Xn-1 * 100 )