correlation between portfolios

Is it possible to do a correlation check between 2 different portfolios (not between systems in one portfolio) in QA?

Simply merge each portfolio to a single strategy then combine single strategies into a portfolio. Run correlation analysis as normal. You’re welcome.

Thank you, Notch.

I ran a correlation check between 2 portfolios which are identical except for position sizing methods. Since the equity curves are rising/falling at the same time (not necessarily at the same rate), I was expecting a correlation of 1, but I got 0.93. Is this a software limitation or is my understanding incorrect?

notch,

Is there a way to automatic filter in portfolio master high correlated portfolios?

I want combinations of portfolio that is not correlated and I would take much time deleting manually.

Filipe, you can set maximum correlation allowed between strategies to avoid trading similarities