Quote from psytrade:
amibroker.
you can code anything in amibroker position sizer.
harder to scale in and scale out though ... thats very buggy...
Quote from mizhael:
Of course, speaking of coding, you can do everything yourself from scratch evening using C++, Fortran, etc.
But we need some existing tools, right?
I am asking for recommendations about good existing tools about portfolio weightings, positioning, bet sizing, etc.
Quote from mizhael:
Which software has position sizing/weighting in a porfolio?
Hi all,
Can anybody point me the a strategy-testing software that has "optimal" position sizing/weighing for the securities inside a portfolio?
thanks a lot
Quote from rosy2:
R has libraries to do it: portfolio, fPortfolio,PerfomanceAnalytics, etc
http://cran.r-project.org/web/views/Finance.html
Quote from mizhael:
Which software has position sizing/weighting in a porfolio?
Hi all,
Can anybody point me the a strategy-testing software that has "optimal" position sizing/weighing for the securities inside a portfolio?
thanks a lot
Quote from mizhael:
Thanks. Will try Adaptrade.com
Do TradersStudio and TradingBlox have trial?
Quote from TraderSystem:
TradersStudio can do the above. Please have a look at the following free tutorial on TradersStudio website:
http://tradersstudio.com/Default.aspx?tabid=36
TraderStudio do not have a trial but if not satisfied, you have a guarantee of a refund minus a 75.00 restocking charge and shipping, if you return it within 30 days and do not activate the product.
Please have a look at the following links, they might help you:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=104393
http://www.elitetrader.com/vb/showthread.php?s=&threadid=108534