Correlation Analysis

The Correlation Analysis allows you to see the correlations between symbols' returns or between strategies’ returns or between strategy groups’ returns for a selected period of time.

1. From the Select drop-down list, choose either Symbol or Strategy Group. If Symbol is selected, then click the View/Hide Symbols button and select the symbols to correlate.
2. From the Periods drop-down list, select a time interval for calculating correlation. The Date Range box allows you to customize the period for the correlation calculation.
3. Click the Calculate button to run the correlation and view the results.
4. To export the results to an Excel file, click the Export to Excel button on the toolbar.