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.