Good portfolio weighting, positioning, bet sizing tools?

M

mizhael

Hi all,

I am looking for a software that can do a good job in portfolio weightings, positioning, bet sizing, etc.

Of course, speaking of coding, you can do everything yourself from scratch evening using C++, Fortran, etc.

But we need some good existing tools, right? We don't want to write everything from scratch and reinvent the wheel...

I am asking for recommendations about good existing tools about portfolio weightings, positioning, bet sizing, etc.
 
I think that R has a lot of packages that address these problems, at least from a theoretical point of view; search on Markowitz portfolio and you'll find a lot of links.
 
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