-- Author: Ruslana Kruk

SELECT CORR(SPY_Change, QQQ_Change) AS Correlation_Coefficient

FROM (

SELECT p.Interval_Date_Time,

SUM(CASE WHEN p.Symbol = 'SPY' THEN p.Change_Percent ELSE 0 END) AS SPY_Change,

SUM(CASE WHEN p.Symbol = 'QQQ' THEN p.Change_Percent ELSE 0 END) AS QQQ_Change

FROM Prices p

WHERE p.Symbol IN ('SPY', 'QQQ')

AND p.Row_Num_Desc < 61

GROUP BY p.Interval_Date_Time

ORDER BY p.Interval_Date_Time

);