Any good portfolio analytics for equities?

Discussion in 'Trading Software' started by Osiris, Feb 21, 2006.

  1. Osiris


    Just wondered if anyone out there knows of or uses a decent stand alone or non-broker portfolio analytics product? My broker right now (TD Waterhouse Canada) sucks for this sort of thing...and most everything else come to think of it:p I am in the process of switching over to IB. Not sure about their offerings in this regard, but hopefully they are better. At least they have a download/import to excel feature...but still not awesome.

    What i am thinking of is something like marketocracy offers...but i don't want to set up all of my real trades in virtual fund mode at marketocraczy :(

    Would be great to be able to have portfolio and position level detail of MAE, MFE, correlation data, beta, industry/sector composition, sharp ratio...etc. I know not all of these things are necessarily that useful, i would just like the ability to easily or conveniently calculate them. Right now I am trying to do this in excel...and for me at is a giant pain in the arse.

    Worst part of it is getting all of my position daily price data into excel and then aggregating it into portfolio level data. I did not have access to the excel download feature available through IB before, I tried to set up a MSN portfolio to mimic my real trades...but i found it a bit wonky. I guess if i had made the effort that could have been a good option .... but any other suggestions would be awesome :D

  2. might help for testing.
  3. Osiris


    Thanks psy...that looks interesting. Problem for me is that my trading is discretionairy...i have tried but can't really get it distilled into a system that could be auto executed. Also, i tend to trade micro caps mostly. So i don't know if porfolio123 would work for me....sounds more like you can run automated trade systems and build out the simulated porfolio's from the systems.

    But I really just need to be able to enter old historical trades and have a product that will pull together the price history for the period of the trades....then be able to run some interesting analysis on the porfolio. If the software was quite good, i would likely use it going forward too. I have checked out RINA systems...(integrates with Tradestation) and they are pretty good...but completely out of my price range :(

    I could handle spending like $100/mth for a couple months to finish up my historical stuff...but on a go forward basis...i couldn't see paying more than like $20-$50/mth...unless it was integrated with other functionality.

    Thanks though :D