portfolio correlation

Mark,

What is going on in the portfolio correlation tool? The strategies it is showing in the columns are not the ones below in the databank.

See attachment.

Attachments

portfolio corrolation.jpg

(281.49 KiB)

Votes +2
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

jmtc1230

06.05.2018 16:58

Task created

hankeys

09.10.2018 07:35

Voted for this task.

mikeyc

09.10.2018 10:49

Voted for this task.

Tamas

09.10.2018 11:18

Status changed from New to Refused

selected strategy contains results for multiple additional backtests, generated by -->>crosscheck Retest on additional market.

jmtc1230

09.10.2018 13:48

Attachment broken correlation 1.jpg added

Attachment broken correlation 2.jpg added

Tamas,

I just did it again with a set of strategies that were only tested on main data and no other and it did the same thing. Take a look.

jmtc1230

09.10.2018 13:49

Attachment Strategy 41566.sqx added

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Attachment Strategy 53683.sqx added

Attachment Strategy 6145.sqx added

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Votes: +2