date, strategy1, strategy2, ...., strategy20
01/01/2016, -0.00123, 0.00315, ...., -0.00657
...
02/08/2016, 0.02310, 0.0231, ..., -0.00259
etc.
I want to select a few results from the optimizer that are uncorrelated (or less correlated, or simply work differently in different periods etc.), and I was think to transport the results to excel (or some spreadsheet) to check for correlations.
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