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.
1 post • Page 1 of 1
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.