Minimum Correlation Algorithm Paper Release

This is a draft preview of the Minimum Correlation Algorithm(PDF) paper. We will be releasing an expanded version soon including new data and analysis as well as a review of the research. Furthermore, we have also planned an SSRN release on a related but larger topic. Please email mcp@cssanalytics.com for any questions you have on the content of the paper, and for any questions relating to the R code please contact Michael Kapler at TheSystematicInvestor@gmail.com.