Transaction level portfolio analysis software

Discussion in 'Trading Software' started by rka551, Nov 24, 2010.

  1. rka551


    Any recommendations? Multi market (options, stocks, futures, forex) with individual trade and portfolio level analysis. Sharpe ratio, sortino ratio, correlations etc. Thanks.
  2. TradeLink is 100% free and open source.

    It supports per-symbol and portfolio stats for backtesting and live trading, across 10+ brokers and many data feeds.

    See here for more information :
  3. Pippi436


    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.
  4. rka551


    Seems like there should be several out of box solutions for this. My search continues. I will post if I find something.