Hi,
I can confirm that there's something wrong with the Correlation calculations. I've taken two strategies generated by SQX calculated their correlation, next I saved these 2 strategies on STR format and loaded them in QA to calculate their correlation. According to SQX correlation is 0,71. According to QA correlation is 0,12. You can see the results on the attached files. I attach the STR files as well and I'm going to send you by email the SQX files.
Which Correlation calculation is non-reliable; QA os SQX?
The QA function 'Portfolio Master' is really useful. If QA is non-workable anymore with the strategies coming from SQX is serious handicap