본문 바로가기
Analysis

The method add strategic for correlation between portfolio

by DATAUNION 2014. 1. 15.
반응형



As above usually constitutes a correlation table.

Strategy C is added to the portfolio.




Additional strategies C in correlation table for each strategy to organize and to examine value.

To do this, look at the reasons provided by the existing correlation Tool box like table above,


However, this method of analysis is the correct way?


No


The method add strategic



Calculated as above, to determine whether to add a strategy C.


In other words, the correlation strategy for adding a predetermined strategy is composed of a pair of Total Peformance and should correlate with.





Information is provided "as is" and solely for informational purposes, not for trading purposes or advice, and may be delayed.

Information provided by the investment decisions are not legally responsible for. In addition, the information posted can not be distributed without permission.





반응형

댓글