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Aggregate Sharpe Ratio

The platform has a nice detailed analysis of my separate strategies in the report section but I was wondering if there was a way I could get an aggregate sharpe out of it as well. If not an aggregate sharpe directly is there a way I can calculate the correlation between two strategies I've backtested?

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You can go to a backtest and view the set of tabs toward the bottom of the page. Click Overview, and then on the right Download Results to get a json file. I also had this question and just found Jared's past post:

https://www.quantconnect.com/forum/discussion/866/analyzing-the-backtests-results-issue/p1/comment-2532



Loading backtest results directly into Research would be handy for analyzing a portfolio of strategies. Related to this post by Aleksey Eremenko:

https://www.quantconnect.com/forum/discussion/2817/how-to-get-backtest-results-into-research
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I agree @Derek regarding analyzing a portfolio of strategies in research which was my intention. I had set something up quite nifty on quantopian doing that. It would also be great to be able to import pyfolio in the QC research environment as it was quite a good tool (I dont like that the strategy reports here are not customizable). There shouldn't be a problem doing this because its open source right?

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