first try using Incanter to analyse stocks data

corr_demo.clj

(ns inc-sandbox.corr-demo
  (:require [clojure.set :as set])
  (:use (incanter core stats charts io))
  (:require [clj-time.core :as time])
  (:use (clj-time [format :only (formatter formatters parse)]
          				[coerce :only (to-long)])))

(defn sym-to-dataset 
  "returns a dataset read from a local CSV in './data/' given a Yahoo Finance symbol name"
  [yf-symbol]
  (let [+data	"./data/"
        +csv		".csv"
				symbol	(.toUpperCase yf-symbol)        
        filename	(str +data symbol +csv)]
    (-> (read-dataset 
          filename 
          :header true)
      (col-names 
        [:Date :Open :High :Low :Close :Volume :Adj-Close]))))

(def gdx (sym-to-dataset "GDX"))
(def gld (sym-to-dataset "GLD"))

(defn same-dates?
  "are two datasets covering the same time frame?"
  [x y]
  (let [x-dates		(into #{} ($ :Date x))
        y-dates		(into #{} ($ :Date y))
        x-y				(clojure.set/difference x-dates y-dates)
        y-x				(clojure.set/difference y-dates x-dates)]
    (and (empty? x-y) (empty? y-x))))

(same-dates? gdx gld)		; true

(def gdx-ac ($ :Adj-Close gdx))
(def gld-ac ($ :Adj-Close gld))

(defn dates-long
  "returns the dates as long"
  [data]
  (let [ymd-formatter (formatters :year-month-day)
        dates-str			($ :Date data)]
    (map #(to-long (parse ymd-formatter %)) dates-str)))        

;; no replace col func  

(def gdx-times (dates-long gdx))
(def gld-times (dates-long gld))

(view (time-series-plot gld-times gld-ac
        :x-label "Date"
        :y-label "GLD"))
(view (time-series-plot gdx-times gdx-ac
        :x-label "Date"
        :y-label "GDX"))

(correlation gdx-ac gld-ac)		; 0.7906494552829249
(spearmans-rho gdx-ac gld-ac)	; 0.7728859703262337
;; no p-value in col, like t-test

(let [lm (linear-model gdx-ac gld-ac)]
	  (doto (scatter-plot gld-ac gdx-ac
           :x-label "GLD"
           :y-label "GDX")
     (add-lines gld-ac (:fitted lm))
     view))