Portfolio Management - Correlation


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I am creating a tool to analyze asset correlations and exploring performance of portfolios with minimized total absolute correlation between assets. Right now I am using the last 365 days of historical data (daily adjusted close) normalized to % change, but I have seen some suggestions to use monthly asset price movements instead. I also want to filter out assets with "flat" performance even though they may have a low correlation to the portfolio (such as bonds or other fixed income). The objective is to use market timing along with periodic re-balancing to keep the risk exposure low, including international markets.

Is anyone familiar with using low correlation portfolio methods ? There's a lot of theory there, but in practice it's more difficult to diversify properly. You get different results depending on time horizon etc.
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