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Portfolio master - Correlation - Max allowed - allow negative values

Correlation in Portfolio master should allowed negative values. Minimum -1.

I calculate only loss correlation. Values are often -0.5 to -0.2.

Currently is minimum value of limit 0. This is too big.

 

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  • Votes +1
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

History

VH
#1

anttropus

13.04.2023 18:15

Task created

E
#2

Emmanuel

20.12.2023 19:42
Voted for this task.
Votes: +1

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