Click here to Login





                                                   Buy least correlated stocks

Back to threads
  0

0
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

  0

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)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads Notes Report an item

No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"





QuantShare

Trading Items
Buy Falling Stocks Strategy
Stocks outperforming the S&P 500 with low volatility
Stocks Sharp Decline Strategy
Number of Buy Signals Over Time in a Simulation
Major News - Stocks trading on US Markets
How-to Lessons
How to screen for stocks having a high correlation with the Dow J...
How to download and use U.S. stocks earnings data
How to download EOD quotes for active and valid stocks only
How to associate an index with a list of stocks
How to display the number of stocks per day for different RSI gro...

Related Forum Threads
dynamic position sizing based on stocks selected by the buy rules
Intraday historic data for US stocks for 3-4 years or longer?
Longterm trending Stocks
Backtest buying a group of stocks during a certain time frame int...
Filtering stocks
Blog Posts
Trading System: Buy Stocks based on their Sharpe Ratio Rank
Trading System: Buy stocks with the highest Sharpe ratio
Buy the best/top rated stocks or how to create powerful rank base...
Improve your trading system performance by ranking stocks
Trading System: Moving average crossover and few others buy and s...









QuantShare
Product
 QuantShare
Features
Create an account
Affiliate Program 		Support
Contact Us
Trading Forum
How-to Lessons
Manual 		Company
About Us
Privacy
Terms of Use
Copyright © 2024 QuantShare.com
 Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+ Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.