I am trying to put together a system that allows me to monitor and manage different strategies within my account. Let's say total equity is 100%. For sake of simplicity let's say we have 10 strategies (1. trendfollowing 2. break out 3. dip buy 4. covered call selling 5. etc.) that each represent 10% of equity volume on day 0. Let's say we have ~500 open positions at any time after an inital scaling in period. What do you recommend to monitor the performance of each sub strategy? I am particularly interested in a) equity exposure/time b) leverage c) % performance, sharpe ratio d) cross correlation between strategies for every strategy for diff. periods (day, week, month etc.) Does any software (available to retail people like myself) allow of "shifting" of funds inbetween such strategies while keeping a record of the performance etc? I guess basically what I am looking for is a software to manage my own "fund of funds". What's out there?