correlation of strategies

[bleida]

Hi,
I am new to the site and am very intrigued by the various strategies and the ability to create a custom portfolio. But one insight that I’d like to have is the historical correlation between the various strategies and the impact on a custom portfolio.

I suppose I could take the historical monthly returns for the interested strategies and calculate a correlation, but I don’t know how accurate that would be. Ideally, this type of information would be available in one of the website tools.

Thanks.

[Peticolas]

I like the idea but implementation might be difficult since the Hedge strategy is incorporated into so many of the riskier strategies. What you would really want would be the correlation of the different unhedged strategies.

[Author]

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