Software that will crunch the numbers?

Discussion in 'Strategy Building' started by alphastocks, Oct 17, 2007.

  1. I have a backtested strategy that I am using to raise assets to start a hedge fund. The test results are in excel and I have been told that it needs to be in a more professional format. So I am wondering if there is a software out there that allows me to import all the trades and creates an equity graph and performance stats (Sharpe etc..) in a professional looking format.

    Just to clarify I currently use Tradestation, Zacks and Excel for most of my work. The test is on the portfolio level and must be analyzed as such.

    Anyone know?
  2. How long are you trying to test back?
  3. amibroker. you might need some assistance with adding the sharpe ratio to it, but its easy for someone who knows the program to do.

    It's also portfolio level backtesting.
  4. Standard Dev is a separate file that generates an output.

    Portfolio equity is shown in the window, along with a comparison of the equity curve to another asset, in this case, the s&p 500.
  5. Attached JPEG
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  6. Thx, I will check Amibroker, also looking at RINA systems.

    It's a heavy fundamental model and I only have 6 years of data, so that is my time frame.
  7. Bowgett


    For fundamental data you need much more than just 6 years.
  8. see if you can get a standalone version of They deal heavily with fundamentals.
  9. if you have an experience in programming when excel-the best program for testing your strategy. In excel you may write all that you want, but for this it is necessary time
  10. dtan1e


    i'm not sure why but somehow can't associate any decent fund mgr /w using tradestation
    #10     Oct 18, 2007