what's your objective? simple correlation matrix over last 800 days is. What are your weightings? Long/short? Code: Ticker ABT CPRT FITB HHH HP QSR TKO TTD Ticker ABT 1.000000 0.396738 0.371015 0.360328 0.182073 0.363213 0.205453 0.229559 CPRT 0.396738 1.000000 0.421044 0.460590 0.185963 0.388492 0.252211 0.470713 FITB 0.371015 0.421044 1.000000 0.548558 0.414330 0.346022 0.238004 0.338349 HHH 0.360328 0.460590 0.548558 1.000000 0.367918 0.428080 0.224498 0.443318 HP 0.182073 0.185963 0.414330 0.367918 1.000000 0.175268 0.168505 0.206524 QSR 0.363213 0.388492 0.346022 0.428080 0.175268 1.000000 0.178083 0.266121 TKO 0.205453 0.252211 0.238004 0.224498 0.168505 0.178083 1.000000 0.228569 TTD 0.229559 0.470713 0.338349 0.443318 0.206524 0.266121 0.228569 1.000000 efficient frontier min volatility portfolio showed this for same data Code: Expected annual return: 7.5% Annual volatility: 17.3% Sharpe Ratio: 0.32