如何计算股票之间的平均相关性

Question

所以我想知道如何计算相关度在20％（LB）和70％（UB）之间的股票之间的平均相关性。

我应该使用此VBA函数AvgRhoBounded(Ret, LB, UB)

LB代表下限，UB代表上限。 Ret是我已经拥有的返回数据。到目前为止，这是我所做的，并且不确定是否正确。

代码：

Function AvgRhoBounded(RET, LB, UB)

    ' get number of assets

    n = data.Columns.Count

    ' add up all returns

    total_rho = 0
    n_rho = 0
    For i = 1 To n
        For j = i + 1 To n

            rho_ij = Application.WorksheetFunction.Correl(data.Columns(i), data.Columns(j))
            total_rho = total_rho + rho_ij
            n_rho = n_rho + 1

        Next j
    Next i

    ' return average correlations

    AvgRho = total_rho / n_rho


'calculating the average correlation between stocks whose correlation are between 20% and 70%

Dim LB As String
Dim Lowerbound As String

Dim RET As String

Dim UB As String
Dim Upperbound As String

If LB = 20 Then
Lowerbound = 20

ElseIf UB = 70 Then
Upperbound = 70

End If

End Function