Suggestions on Portfolio Performance Analysis?

C

callahan

I would like to find a software that could track my positions (end of day would do) and analyze the performance of my portfolio. I tried Morningstar and it was rather good but it does not accept short positions and that for me was a deal breaker.

Any suggestions?
 
What I am looking for a software that could give me the max. drawdown, volatility, var, etc... as I put the trades I have done manually in the system.
 
The problem is that I use the thinkorswim platform and they have almost no performance analysis, that is why I am looking for an independent software to help me with this.
 
Quote from callahan:

What I am looking for a software that could give me the max. drawdown, volatility, var, etc... as I put the trades I have done manually in the system.
More...

I use Excel with the XLQ add-in from Qmatix which allows me to easily pull in historic and real time stock data. With it I calculate ATR and max drawdown per trade as well as slippage against my entry and exit signals. I use it not only for trade history and some backtesting but to pull in data to calculate and signal entries, track trades in real time, and calculate and signal exits. I even have formula's to calculate metrics on my performance by strategy over any time frame. I haven't even been using XLQ two years and can't imagine how I would trade now without it.

Don
 
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