Scattered Like Rats Aboard a Sinking Ship

Trading and Markets
3

Another aspect that we have stressed on in a previous post here is the importance for subscribers to create a portfolio.

Each Strategy is different and aims to maximize opportunity in a different manner and therefore, will incur drawdowns from time to time.

C2Explorer’s ‘GetCorrelationTable’ function makes it easy to identify candidates for building a portfolio. Here’s some example code for those who are not familiar with this function:

Int64[] systems = new Int64[] {
    46106678, // Bob Dylan
    90325773, // Ascendatnt
    84690231, // Genefish Hong Kong
    92728998, // RSI Opportunistic
    90134941, // SPXTrends Futures
    77119743, // Mean Reversal ES Daily System 
    95943912, // 76West
    98852250, // Halifax Index Trader USA
    92190352, // Drunk Uncle
    97468745  // TickPrime SP500
};

H4 = "Building a Portfolio including the SPY ETF";
TABLE = GetCorrelationTable(systems, "SPY", TimeInterval.Month, "tm");

And here’s a snapshot of the output:

Disclaimer: We run TickPrime SP500.

Regards,
ACA

2 Likes