Calculator
Correlation Matrix Visualizer
Pearson correlation heatmap, condition number, eigenvalue spectrum, effective-N. Diagnostics for redundant strategies before allocating. Free, client-side.
- Inputs
- Form inputs / CSV
- Runtime
- Instant
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Upload a returns CSV
Wide format: date,strategy_1,strategy_2,.... Each column is one strategy or asset return series. Up to about 20 columns renders legibly. Nothing leaves your browser.
What this tool computes
Classical multi-strategy correlation diagnostics. The synthetic demo includes a deliberately-redundant "clone_of_momentum" column so you can see how the condition number and effective-N reflect redundancy. Load a CSV or the demo to begin.
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