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QuantConnect MCP Server

select_uncorrelated_assets

Identify assets with low or high correlation from a universe by analyzing historical data within a specified timeframe, enabling optimized portfolio diversification or focused strategy targeting.

Instructions

Select uncorrelated or highly correlated assets from a universe. Args: symbols: List of symbols to analyze start_date: Start date in YYYY-MM-DD format end_date: End date in YYYY-MM-DD format num_assets: Number of assets to select method: Selection method ("lowest_correlation", "highest_correlation") instance_name: QuantBook instance name Returns: Dictionary containing selected assets and correlation analysis

Input Schema

NameRequiredDescriptionDefault
end_dateYes
instance_nameNodefault
methodNolowest_correlation
num_assetsNo
start_dateYes
symbolsYes

Input Schema (JSON Schema)

{ "properties": { "end_date": { "title": "End Date", "type": "string" }, "instance_name": { "default": "default", "title": "Instance Name", "type": "string" }, "method": { "default": "lowest_correlation", "title": "Method", "type": "string" }, "num_assets": { "default": 5, "title": "Num Assets", "type": "integer" }, "start_date": { "title": "Start Date", "type": "string" }, "symbols": { "items": { "type": "string" }, "title": "Symbols", "type": "array" } }, "required": [ "symbols", "start_date", "end_date" ], "type": "object" }

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