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closelyCorrelated
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String representation of all the closely correlated instruments. Symbols separated by colons.
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looselyCorrelated
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String representation of all the loosely correlated instruments. Symbols separated by colons.
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closelyCorrelatedLongUnits
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number of units long for all loosely correlated instruments
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closelyCorrelatedShortUnits
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number of units short for all closely correlated instruments
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looselyCorrelatedLongUnits
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number of units long for all loosely correlated instruments
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looselyCorrelatedShortUnits
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number of units short for all loosely correlated instruments
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closelyCorrelatedLongInstruments
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number of long closely correlated instruments
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closelyCorrelatedShortInstruments
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number of short closely correlated instruments
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looselyCorrelatedLongInstruments
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number of long loosely correlated instruments
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looselyCorrelatedShortInstruments
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number of short loosely correlated instruments
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closelyCorrelatedLongQuantity
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total quantity long for closely correlated instruments
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closelyCorrelatedShortQuantity
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total quantity short for closely correlated instruments
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looselyCorrelatedLongQuantity
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total quantity long for loosely correlated instruments
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looselyCorrelatedShortQuantity
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total quantity short for loosely correlated instruments
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closelyCorrelatedLongRisk
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total risk for closely correlated long instruments
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closelyCorrelatedShortRisk
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total risk for closely correlated short instruments
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looselyCorrelatedLongRisk
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total risk for loosely correlated long instruments
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looselyCorrelatedShortRisk
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total risk for loosely correlated short instruments
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closelyCorrelatedLongMargin
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total margin for closely correlated long instruments
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closelyCorrelatedShortMargin
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total margin for closely correlated short instruments
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looselyCorrelatedLongMargin
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total margin for loosely correlated long instruments
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looselyCorrelatedShortMargin
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total margin for loosely correlated short instruments
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closelyCorrelatedLongProfit
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total profit for closely correlated long instruments
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closelyCorrelatedShortProfit
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total profit for closely correlated short instruments
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looselyCorrelatedLongProfit
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total profit for loosely correlated long instruments
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looselyCorrelatedShortProfit
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total profit for loosely correlated short instruments
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