Built up one single strategy is a simple task, but put it into a portfolio of strategies is a little bit difficult. We have to know its Correlation Coefficient(CC) to each other strategies. we don't want to trade 2 strategies with a CC as high as 0.7, coz that almost means we are trading 1 strategy with the doubled leverage.
So I'm here to ask if u have any plan for this "Portfolio Analyzer"? if not, can u add it?
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