Which software has position sizing/weighting in a porfolio?

M

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?

I am looking for a list of good softwares that I should try on one by one. So what are important to me?

1. Strategy backtest;
2. Avoid over-fitting;
3. Portfolio level backtest;
4. Position sizing, portfolio weighting, etc.

thanks a lot
 
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