Scenario Analysis

Discussion in 'Trading Software' started by maninjapan, Jul 16, 2009.

  1. Anyone out there using software to run risk/ scenario analysis on their option positions? Im looking for software that can do this. Im more interested in the capabilities of the software than the cost. So any suggestions would be much appreciated.

  2. No takers? I should add, that Im not very experienced with any programming language so I would also prefer a software package that is user friendly, having to learn something wouldnt be entirely out of the question however.....
    I have come across MatLab and FinCad, doesn any one have experience using either of these?
  3. surely must be someone out there ising some form of scenario analysis????
  4. scenario analysis? You can study scenarios all day long. Two things are certain: time value decay and expiration.

    You know, you got no answers because you question is very general. Be specific.
  5. well, i have a portfolio that consists of European, US and Asian index and individual security options, stocks and futures and am looking for an application that will help giving me a better idea of the overall risk of my portfolio. Im looking for something that will let me do montecarlo scenario tests on historical data.