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Forums>StrategyQuant>General Discussion>Custom Project: correlated strategies

  • #267518 |
    Customer
    38 Posts

    Hello,

    In build 130 has been introduces possibility to generate strategies not correlated with the others already in databank, the main probem is that it slow down a lot the generation process, so I cannot use it.

    Is possible instead set in custom project a filter that automatically check correlation between some strategies in the dabank and remove those above some level of correlation?

    #267549
    tomas262
    Administrator
    1826 Posts

    Hello,

    it is a part of the builder module only now. You can check more description of this feature here https://strategyquant.com/doc/strategyquant/fit-strategy-to-existing-portfolio

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