Diff. results PORTFOLIO CORRELATION

Hi!

Why do I see different numbers correlation tables?

Same strategies, altough different results in SQX and QA correlation table.

And in SQX ist the strategy "1' at the end of the table. Strange.

Brg: Csaba

Attachments

Corr SQX.png

(172.78 KiB)

Corr QA.png

(475.06 KiB)

History

04.08.2019 15:20

Task created

07.08.2019 11:32

Status changed from New to Waiting for information

could you attach your portolifo in.sqx format here?

We were fixingsome things related to portfolio, and it could be already fixed.

07.08.2019 14:51

Attachment Merged portfolio.sqx added

Hi Mark

Sure, here you are!

Brg: Csaba

20.08.2019 10:00

Status changed from Waiting for information to Fixed

fixed, included order of strategies hwne merging.

The order will have effect only on newly merged strateies, correlation works also on current portfolios.

Votes: 0