I work with a start up hedge fund and one of our strategies allows us to see all the trade signals over the past 15 years in an excel format. The problem is that we need the output to get organized as a complete portfolio with equity growth net of fees. Can anyone recommend some software that might accomplish this? Btw this strategy only trades ETFs if that matters. Thanks
Simple solution: just hire a programmer! ;-) I don't think standard software can help here. But surely a programmer with good skills and libraries can. As a startup I would hire a university student part-time.
Hire a programmer or just learn VBA for Excel and do it yourself. What you are looking to do is easily done with a VBA macro.
Easiest solution is probably to convert the excel file to csv (comma separeted text file) and then use R or Python pandas to do evaluation. If the excel file changes often, there are also libraries for both R and Python to read directly from the xls file. Pandas includes it, afaik. I would not use VBA for that. Much easier to do the calculations in R or pandas. Send me the file and I do it for you. (Just kiddin', its most probably confidential data)
You might try PerTrac, which I believe is now a part of eVestment. I have used this via some colleagues for trade signal analytics.
Have a look at http://www.portfolioworkstation.com/ Might be what you are looking for. You can ask the developers how to import local files for your individual systems. They might still roam around here, but you could also contact them via the site above. Good Luck.