portfolio is correlation broken

Portfolio correlation is broken. See screenshot.




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portfolio.jpg
(15.83 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

j
#1

jmtc1230

22.11.2017 18:43

Task created

MF
#2

Mark Fric

29.01.2018 08:44

Status changed from New to Waiting for information

we need more information, could you attach the strategies or portfolio you are using ?


It all works in my tests.

MF
#3

Mark Fric

07.02.2018 10:55

Status changed from Waiting for information to Refused

no information given, cannot reproduce it

Votes: 0

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