RE: Return Risk statistical report / programmer

["Dennis Schutten" <schutten@xxxxxxxxx>]

Michael,

Just bought this program: http://www.portfolioriskanalysis.com/
It's shows very good  the risks involved with systems...

Regards,

Dennis


-----Original Message-----
From: MikeTep [mailto:miketep@xxxxxxxxxxx]
Sent: Thursday, June 13, 2002 3:00 PM
To: Omega-list@xxxxxxxxxx
Subject: Return Risk statistical report / programmer


Hi-

I want to create a report or purchase a report template that will take a
flat file of daily returns and generate return and risk statistics.  The
report I have in mind is along the lines of a simple Pertrac report, i.e.
returns annually, monthly, std deviation, largest drawdowns, Sharpe ratio,
MAR ratio, etc.  Also, similar report that would compare multiple systems,
using correlation analysis.  Does anyone know of something like this?  Or,
can anyone suggest a programmer that they have worked with or know of that
could do this?

Thanks,
Michael