Hi Everybody!
I think it vould be a great feature, if the SQX could select automatic the low correlated strategies.
Let say I have 2500 strategies went through some basic filtering. And let say I just want to continue working with them, where the correlation is below X value.
Actually we can work good with correlation in Quant Analyzer, but the hole process is very time consuming. We have to make first a lot of MT4 backtesting (for each strategy), which is very slow. Then we have to load the reports in QA...
It would be great if this function would be already integrated in SQX and we would not have to generate the individual reports in MT4. We could save a lot of time.
Best regards: Csaba
so my opinion is this - you need to make only tens of final strategies - save them to STR file, put these files to QA and delete the duplicities by correlation matrix by han