I have several hundred measurements. Now, I am considering utilizing some kind of software to correlate every measure with every measure. This means that there are thousands of correlations. Among these there should (statistically) be a high correlation, even if the data is completely random (each measure has only about 100 datapoints).
When I find a correlation, how do I include the information about how hard I looked for a correlation, into it?
I am not at a high level in statistics, so please bear with me.