Advanced creation of portfolios with several systems together

Hello, in your SQ software it is possible to create portfolios of diversified systems with low correlation using this method / model: Edgesense Research Framework (ERF) and markowitz model?
I know you have a correlation analyzer after creating them (quantanalyzer) but this analyzer does not know if it has this specific functionality !!! this model that I propose to develop them would be very useful to reduce the risk of the systems developed by creating them together, also would save a lot of time, for example MT5 has a similar system to use data from different assets together for optimizations and other
I hope you incorporate it shortly in addition to the hardware acceleration GPU in openCL !!!