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Hello All,
I am not trying to invite an argument bashing tradestation or praising
other commercial environments, but am sincerely interested in back
testing portfolio performance under different dynamic allocation
scenarios. I would like to avoiding having to learn another commercial
programming language, but am will to do so if necessary. I have some
familiarity with VB, so my first thought is to export returns form TS to
excel and write VB macros to change allocations and manage portfolio
optimizations. Am I crazy or is there a better way?
Another thought is to use the free software R. It is very close to S
plus and supposedly has many of the same applications without the cost.
I experimented with the Scheme based language, but it was not very user
friendly and the free guides were not very thorough. Eventually, I gave
up writing the language off as too much work. If Anyone had a different
experience, I would love to hear about it. Anyone interested in R can
download it for free at : http://www.r-project.org/
As always, any advice is greatly appreciated,
Gabriel
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