Currently we’re only able to ‘Filter by correlation’ using ‘Period’(weekly monthly etc) and ‘Max correlation’. It would be amazing if we could also have the option to specify Type of Correlation(Profit, Loss, Open trades etc) and including Negative Correlation just like how we can do that in portfolio correlation tab after merging strategies(see image below).
Warmest regards


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In Review

StrategyQuant
11 days ago

jolygoodfreedom
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In Review

StrategyQuant
11 days ago

jolygoodfreedom
Get notified by email when there are changes.