Minimum Correlation Algorithm Paper Release
September 21, 2012
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 firstname.lastname@example.org 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.