do you have plan for "Portfolio Analyzer"
No single strategy can beat the market all the time. Only diversification is the trader's Holy Grail to rich. So, I think, we need a tool to analysis the portfolio performance, which contained many different instrument traded with different strategies by different parameters.
Built up one single strategy is a simple task, but put it into a portfolio of strategies is a little bit difficult. We have to know its Correlation Coefficient(CC) to each other strategies. we don't want to trade 2 strategies with a CC as high as 0.7, coz that almost means we are trading 1 strategy with the doubled leverage.
So I'm here to ask if u have any plan for this "Portfolio Analyzer"? if not, can u add it?
Built up one single strategy is a simple task, but put it into a portfolio of strategies is a little bit difficult. We have to know its Correlation Coefficient(CC) to each other strategies. we don't want to trade 2 strategies with a CC as high as 0.7, coz that almost means we are trading 1 strategy with the doubled leverage.
So I'm here to ask if u have any plan for this "Portfolio Analyzer"? if not, can u add it?
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