Task Export Correlation Matrix

Having the possibility of exporting the correlation matrix of a portfolio in a "automated" way by having a task in custom projects or using the CLI would be a great option. Some of us have created our own scripts for deleting correlated strategies but we would need an option to export the correlation matrix as part of the workflow.  
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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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m
#1

Martin

04.09.2020 17:35

Task created

m
#2

Martin

05.09.2020 15:30
Voted for this task.

Votes: +1

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