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Computing and get correlation values

5 replies

4 years ago #250389

Hello,

I´m trying to figure out how can I compute and get correlation values for each pair of strategies in a portfolio to use in a custom stat column,

Somebody could help?

Thanks

4 years ago #250498

Hi,

the only way to display correlations for a portfolio is using Analyzer – Portfolio correlation tab as shown on the screenshot. If you would like any other function that needs to be added. You can add a request for this with more details specified https://roadmap.strategyquant.com/projects/qa4/tasks/new

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4 years ago #250523

Hello Tomas,

How can I get the correlation table values by code? What java Class and method?

Thanks

4 years ago #250529

C:\SQX_125\extend\Snippets\SQ\CorrelationOf

???

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3 years ago #259370

Hi,

Im looking for the best way, fast and reliable, to pass values numbers and strings to a JavaScript piece of code and get the result of this code back in PB.

Simple example code:

Code:

3 years ago #259420

Hello,

you did not attach any code. Also snippets and codes use Java language not JavaScript

Viewing 5 replies - 1 through 5 (of 5 total)

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