I need software or some option to compile #s on a strategy I have. I have trade real time results for 2006 in Excel but I need to generate everything from Sharpe and Volitility to Correlation to the S&P 500 and Barclays CTA Index. I know Excel can generate some of these numbers but the formulas they provide are complicated and results vary so much depending on a few variables I dont trust them Is there some trading software or any way to generate everything I need for a Term Sheet (information to be supplied to prospective funders) I can buy/rent/use? Any help or ideas is greatly appreciated!
What software do you run? From my results (date and +/- and commiss) you could calculate Sharpe, information ratio, correlation to the major indices etc