StockFetcher Forums · Filter Exchange · Average of Values within a column<< >>Post Follow-up
dtatu
113 posts
msg #149619
Ignore dtatu
modified
11/17/2019 10:09:06 AM

Hello guys,
I'm trying to build a portfolio while keeping a low total average correlation with Spy.
Is it doable?
ex
apply to symlist(vxx,fxy,tlt,spy)
add column Corr(spy,60, Close)
? column ( or other way to see it) of average Corr(spy,60,Close) of the symlist

Thanks

StockFetcher Forums · Filter Exchange · Average of Values within a column<< >>Post Follow-up

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