ResetLooselyCorrelated

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Removes all the instruments from the loose correlation matrix for this instrument. This is usually done as part of a dynamic correlation evaluation process where instruments are added based on their recent correlation using the AddLooselyCorrelated function.

 

Syntax

 

ResetLooselyCorrelated

 

Parameters

none

 

 

 

Example

' Remove all the loose correlations.

instrument.ResetLooselyCorrelated