Compute corellations on multi portfolios at once

Use case:
Trader has many strategies deployed on a real account and goal is quickly find out which works well (same/similar as on SQ) and which are problematic.


Solution sugestion:
Use modul QA/Analyze/Portfolio_Corelation for all strategies loaded into QA via Compare Results, but allow check all portfolios by checkbox. Computed correlation for each portfolio could be shown as a new column in view below which allows us to sort out strategie order by this new correlation column and focus on the good/bad one.



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  • Votes +3
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

History

v
#1

vlada01

26.08.2020 16:04

Task created

v
#2

vlada01

26.08.2020 16:04
Voted for this task.
k
#3

Karish

30.08.2020 08:20
Voted for this task.
a
#4

Ash24FX

30.08.2020 12:07
Voted for this task.

Votes: +3

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