Minimum Correlation Algorithm

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Post Reply
babelproofreader
Roundtable Knight
Roundtable Knight
Posts: 138
Joined: Wed Nov 10, 2004 4:36 pm

Minimum Correlation Algorithm

Post by babelproofreader »

Over time there have been several different threads on correlation on this board, so I thought readers might be interested in a new approach using correlation called the "Minimum Correlation Algorithm." An academic paper, a spreadsheet and more information is available from here.
Post Reply