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pipstrader1
Forex strategy correlation
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Mar 27, 2016 at 13:33
Hi,It would be a good feature to see a correlation matrix of strategies a user has uploaded. Correlation would be based on overlapping trades, so it is easy to see how "similar" strategies are to each other. There are probably variations on the calculations, but in essence we need to see how similar a strategy is to another in our portfolios, both positive correlation and negative correlation, visually.Thanks,pipstrader1
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