What is your favorite stand-alone software, or a web-based service, that can analyze uploaded broker statements (in Excel, and other standard formats)? I'm looking for things like Sharpe Ratio, and other P&L statistics (profitability by day of week, time of day, position size, ETC.). Preferably something that does many types of analysis for me, in a nice package.
Anyone? I should mention I'm looking for an equities-based system. I did find something, tradervue.com, though I'm looking for an even more robust program.
Since you didn't mention price being a concern, how about Bloomberg Terminal ? Its robust. It can do a lot of 'slice n dice' portfolio and risk analysis. And you can use it as installed software or through the web via BBA.
I have a Bloomberg Terminal; it's great for current portfolio analysis, but I wouldn't be able to upload my historical trading statements from another broker. So far, the best I have found are TraderVue and TradingDiary Pro. There are a few others, but don't have the ability to accept uploaded statements. Entering trades manually is a non-starter for me. I will likely try both of these, and report back.
If you were more clear then you might get some replies from some people who might actually know something about what you seek? Are they your own trades? How many trades? How many accounts? What markets? More importantly, what exactly are you hoping to achieve? Better profits or better losses?