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RE: Portfolio Maximizer/Excel



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Fellow traders,

So far, I've done all my portfolio / money management work in Excel. I like TS for generating Buy/Sell signals though. While I greatly prefer the general purpose nature of a powerful spreadsheet like Excel and the openness that VBA offers, I very quickly bring the program to it's knees.

Lately, I've been working on a portfolio of about 20-25 commodities across 15-20 years of daily data. This is about 4-5K rows. Each commodity has about 15 columns of 'stuff' to do my money management algorithms. This is a huge spreadsheet. On my PII-266 w/ 98M Ram this is approaching the border of intolerably slow.

Here is where an optimized specific program may shine, in performance on large portfolios over long time periods. However, inevitably, I get weary of adapting my trading/MM ideas to a tool. I find I go back to Excel because I can do anything I want, but of course I pay the price in time and effort and slow performance of Excel on large data sets.

If anybody out there like me likes to do their own stuff and not be restricted to a specific tool and has found a better solution than Excel, please let me know.

Scott Hoffman

-----Original Message-----
From:	Peter Ryan [SMTP:pryan@xxxxxxxxxxxxxx]
Sent:	Monday, August 17, 1998 9:06 AM
To:	omega-list@xxxxxxxxxx
Subject:	RE: Portfolio Maximizer

So what does it have that you cant do with Excel ??

That bullseye button - every time you hit it, the new data overwrites whatever was there before.  Correct ??

Peter