Posted By: svenbob
Run several Z-Strategies in optimized Portfolio? - 06/14/18 12:44
Hello,
in the manual it says that Z12, Z3 and Z7 are not correlated. Wouldn't it make sense to trade them all together in an optimized Portfolio like it was done for Z1 and Z2?
Regards :-D
in the manual it says that Z12, Z3 and Z7 are not correlated. Wouldn't it make sense to trade them all together in an optimized Portfolio like it was done for Z1 and Z2?
Regards :-D