クォントアナライザー 相関戦略削除機能

Hello everyone

I have been using strategyquant to develop strategies so far am loving the software.Its a powerful beast especially if you know what you are doing.Thanks to all the developers and minds who keep working hard and smart to work to make strategyquant bigger and better.

Analyzing strategies in quant analyzer however is time consuming especially when analyzing portfolio of many strategies,I had to delete correlated strategies one by one,which is hectic because I am trying to make a portfolio of many uncorrelated strategies.

Am suggesting that there should be a feature in quant analyzer that will enable us to sort correlated  strategies in the databank by Ret/DD and profit factor,so that we can delete the correlated strategies with low ret/dd and profit factor.

This feature will help save time a lot of time for those of us who analyze correlated strategies in quant analyzer.Is this possible to implement in quant analyzer?Thank you once again for the great work you guys have put in developing strategy quant and quant analyzer.

こんにちは,

that is an interesting feature that could be added. I have made a note for developers to consider adding this in near future

That would be very great.Thank you.

Any update please?

こんにちは,

developers have this in a to-do list. It is a good feature that could to be implemented into next update release. We cannot still promise though a specific date when this becomes available

Did this ever happen?