Position sizing and money management

Discussion in 'Risk Management' started by taowave, May 28, 2006.

  1. taowave

    taowave

    Hi all,
    New to the forum..Think its great.Need a bit of help..I am looking for a software that can backtest and most importantly test different position sizing algorithms,pyramiding rules,scaling in and out of positions(multiple entries and exits) and volatility based trades..

    Any help appreciated
     
  2. amibroker
     
  3. bolter

    bolter

    WealthLab has this capability.
     
  4. TradingBlox can do this.
     
  5. taowave

    taowave

    One additional feature I am interested in.

    I am running a realtive value/long short equity fund and would like the capability to create portfolios and then perform simulations/backtests on the basket itself.

    in essence I need to create an index to backtest.

    I tend to trade portfolios against indicies,as opposed to individual stocks...
     
  6. taowave

    taowave

    One additional feature I am interested in.

    I am running a realtive value/long short equity fund and would like the capability to create portfolios and then perform simulations/backtests on the basket itself.

    in essence I need to create an index to backtest.

    I tend to trade portfolios against indicies,as opposed to individual stocks...