Questions about Darwinex attributes

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CavaliereVerde

Experienced member
1,552 1,996
There is the other topic to discuss about Darwinia.
Going back to correlation, it was designad to exclude clones from Darwinia and in 90% of cases it works for that task.
It could work better with a longer lookback.
The real point is that with 3 weeks lookback correlation is completely useless to build uncorrelated portfolios, that should be the main purpose of correlation.
 
 
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