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? I am looking for a list of good softwares that I should try on one by one. So what are important to me? 1. Strategy backtest; 2. Avoid over-fitting; 3. Portfolio level backtest; 4. Position sizing, portfolio weighting, etc. thanks a lot