Any recommendations? Multi market (options, stocks, futures, forex) with individual trade and portfolio level analysis. Sharpe ratio, sortino ratio, correlations etc. Thanks.
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I have looked for myself, but have not found anything on the cheap. Most of the free stuff, and things that are embedded into the 'usual' retail level platforms cant even compute FX PnL correctly. Obviously, for fx and multi-asset/currency transactions such a software would need access to historical fx rates and atleast EOD settlement prices to mark open positions. I found a lot of stuff made for the institutional market, but these dont make much sense for an individual trader.
Seems like there should be several out of box solutions for this. My search continues. I will post if I find something.