Add the function of "Max allowed correlation of any two strategies in portfolio(0.3) " in the "retest" tag or add as a task in the "custom projects" tag

The existing correlation filter functions can only replace the existing strategies in the databank on the premise that the new strategies are generated in the process of building, and can not directly filter the correlation between the existing strategies.

Suggestion: Add the function of "Max allowed correlation of any two strategies in portfolio(0.3) " in the "retest" tag or add as a task in the "custom projects" tag to filter the strategies in the existing databank according to the correlation
Attachments
  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

4
#1

Jordan

08.01.2021 14:43

Task created

KB
#2

kbtech

03.06.2022 02:11
Voted for this task.
MF
#3

Mark Fric

20.06.2022 09:01

Status changed from New to Fixed

fixed in 136 Dev 2 - it will be made as an example of custom plugin.


The plugin will add one more action for databank - Filter correlated strategies, and it will delete too correlated strategies from databank.

There will be an article about how this works - the functionality is based on work of user from coding session.

4
#4

Jordan

25.06.2022 09:30

Dear Fric,

    Thank you very much.

    This function is really a very useful function for me. Thank you.

    I sincerely hope that SQX will develop better and better.

4
#5

Jordan

25.06.2022 10:43

Attachment importance.jpg added

importance.jpg
(214.47 KiB)
I hope you will pay more attention to my bugs and suggestions. Thank you very much.
4
#6

Jordan

22.09.2022 09:48
Voted for this task.

Votes: +2

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please