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                                                   Buy least correlated stocks

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Dennis Schutten
2016-02-16 13:52:41


Hi,

Is there a way to buy the least correlated stocks measured over a x period? Correlation has to be auto calculated every day in the strategy.

Regards,
Dennis


QuantShare
2016-02-17 01:55:27

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You would need to create a money management script for that.

Here is one already available in the sharing server:
Correlation Filter Money Management Strategy




Correlation Filter Money Management Strategy (by Tom Huggens, uploaded several months ago)
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