Correlation matrix

The correlation matrix allows you to display the correlation of instruments in a portfolio or in a folder or filter, etc. By default, you will find the correlation matrix in the workspace of securities account objects and folders on the "Risk", "Risk key figures" worksheet.

A separate template type "Correlation matrix" is available for the correlation matrix. In contrast to tables, the correlation matrix display allows a flexible number of columns and rows to be displayed. The number of existing columns and rows is based on MM-Talk formulas, similar to tables. Numerical values are always displayed in the individual cells of the matrix, which can be highlighted in color according to their value.