Which software has position sizing/weighting in a porfolio?

Which software has position sizing/weighting in a porfolio?

Hi all,

Can anybody point me the a strategy-testing software that has "optimal" position sizing/weighing for the securities inside a portfolio?

thanks a lot

 

depends if you can code


if not, im not familiar with any that do


if so, you could try amibroker...which is pretty good. NinjaTrader is less flexible for that purpose but if the "portfolio" is small, you can make it work.

 

amibroker.

you can code anything in amibroker position sizer.

harder to scale in and scale out though ... thats very buggy...

 

Of course, speaking of coding, you can do everything yourself from scratch evening using C++, Fortran, etc.

But we need some existing tools, right?

I am asking for recommendations about good existing tools about portfolio weightings, positioning, bet sizing, etc.

 

www.adaptrade.com

TradersStudio and TradingBlox AmiBroker is good as well

 

R has libraries to do it: portfolio, fPortfolio,PerfomanceAnalytics, etc

http://cran.r-project.org/web/views/Finance.html

 

How robust /professional/good is the R package?

 

Thanks. Will try Adaptrade.com

Do TradersStudio and TradingBlox have trial?

 

TradersStudio can do the above. Please have a look at the following free tutorial on TradersStudio website:
http://tradersstudio.com/Default.aspx?tabid=36

TraderStudio do not have a trial but if not satisfied, you have a guarantee of a refund minus a 75.00 restocking charge and shipping, if you return it within 30 days and do not activate the product.

Please have a look at the following links, they might help you:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=104393
http://www.elitetrader.com/vb/showthread.php?s=&threadid=108534

 

How do I trial it without the activation?
The restocking fee doesn't make any sense, does it need to be restocked at all?