Custom Projects : Retest Task : Full Settings Ranking : Filter Correlation



 In Build Task, in Full Settings, in Ranking, we have a very helpful function : "Fit to existing portfolio filter"


This function is very helpful !


Would it be possible to have the same function in Retest task in custom project ?


This is really necessary to remove correlated strategy



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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

E
#1

Emmanuel

18.03.2022 19:23

Task created

E
#2

Emmanuel

18.03.2022 19:25
Voted for this task.
KB
#3

kbtech

02.06.2022 20:16
Voted for this task.
MF
#4

Mark Fric

20.06.2022 09:02

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.

AA
#5

Alex

16.11.2022 15:49
Dear Mark,

Why you do not add it in simple way for beginners?



Votes: +2

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