Good portfolio weighting, positioning, bet sizing tools?

Discussion in 'Trading Software' started by mizhael, Feb 26, 2010.

  1. 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.
     
  2. Occam

    Occam

    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.
     
  3. rosy2

    rosy2