Strategy correlation matrix
Are multiple strategies merely repeating the same risk?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Sample B
- 0.16
- Lowest item: Sample D
- 0.01
- Average
- 0.07
- Number of items
- 5 items
Strategy correlation matrix
Return correlation (−1 to 1) (マトリクス)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (棒)
Event detail and data date
Return correlation (−1 to 1) and Benchmark / after-cost return (%) (表)
サンプルデータ行
| Symbol/event/scenario | Return correlation (−1 to 1) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| Sample A | 0.05 | 1.83 | 2026-10-16 |
| Sample B | 0.16 | 2.2 | 2026-10-16 |
| Sample C | 0.08 | 2.58 | 2026-10-16 |
| Sample D | 0.01 | 23.37 | 2026-10-16 |
| Sample E | 0.07 | 4.62 | 2026-10-16 |