Correlation analysis on strategies

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Mik72
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Correlation analysis on strategies

Postby Mik72 » 03 Dec 2022

Hi everyone, I would like to analyze the correlation between a group of strategies developed on the same instrument, for example, 8 strategies on CL. Is it possible, I tried to do it but Portfolio Trader analyzes the correlation on the instrument and not on the strategies.

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Michele
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Svetlana MultiCharts
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Re: Correlation analysis on strategies

Postby Svetlana MultiCharts » 06 Dec 2022

Hi Michele,

Please find an example in the screenshot.
correlation_pt.png
(97.34 KiB) Not downloaded yet
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Mik72
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Re: Correlation analysis on strategies

Postby Mik72 » 07 Dec 2022

Thank you, why are some values red?
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Svetlana MultiCharts
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Re: Correlation analysis on strategies

Postby Svetlana MultiCharts » 08 Dec 2022

Michele,

These are negative values.
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