Portfolio correlation matrix

Posted by on Aug 25, 2009 in Featured

Portfolio correlation matrix is the powerful tool for your portfolio optimization. It allows optimal portfolio balancing be excluding from it closely correlated symbols. If you have several closely correlated symbols in portfolio, they similarly behave on market changes and do not add any stability to your portfolio. You must try to keep in portfolio only poorly related symbols. This generally increases portfolio stability because it will increase probability of some symbols growing when the others are on down slump.


StockFusion Studio gives you powerful option of optimizing your portfolio through correlation matrix analysis, which will highlight optimal combination of symbols in your portfolio.

    2 Comments

  1. Does StockFusion Studio chart the fractal dimension alongside a stock chart? I am looking for a program that will show me a weekly or monthly fractal dimension chart for any stock over any time frame. Is there any way I could see a sample chart like this anywhere on the internet? Does StockFusion have an evaluation trial version? Any help would be appreciated either here or at my email: gnetfind@gmail.com

  2. While choosing assets for your portfolio, you have to choose from a wide range of permutations and combinations. No matter how you play your hand in a portfolio of many assets, some of the assets would be positively correlated, some would be negatively correlated, and the correlation of the rest could be scattered around zero.

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