Is there a way visualize the correlation between strategies used in a Combination Strategy ? Is there any Performance Visualizer that shows it ?
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Unfortunately, such visualizer does not exist.
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Ok. Can I access or create a DataSeries with periodical returns for each children strategy ? I have seen that it's possible to calculate correlation between DataSeries through Wealth-Lab.
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Yes, you can access the Combo Strategy child DataSeries - but only inside a Performance Visualizer (as opposed to a Strategy where it's not possible).
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Good news. A new performance visualizer will show correlation matrix between strategies in a Combination Strategy. Look forward to v2017.11 of MS123 Visualizers.
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What's new in v2017.12?
* Fix: Combination Correlations: in "Highest correlated child strategy pair", the first strategy name was incorrect (always the first). This was a cosmetic issue only, the results table wasn't affected.
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Hi,
I have downloaded the extension but don't see the combination correlations tab in the combination strategy window.
I read the wiki and there isn't anything that says it's no longer available.
Any ideas please?
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Hi,
Two ideas:
1. As says the Wiki in the first sentence, This performance visualizer applies to Combination Strategies. Not rules or code-based per se - only to this type of Strategy.
2. And as the Wealth-Lab User Guide suggests, a performance visualizer first has to be enabled in Wealth-Lab's Preferences > Performance Visualizers before it would apply to a newly open (Combination) Strategy window.
Hope this helps.
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Perfect, thank you!
I was missing step 2.
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