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PureBytes Links
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Hi Bob,
Thanks very much for your suggestion. To your knowledge, can WL read in
trades files (I produce them in my own trading simulation program).
Sincerely,
Michael
bob lyness wrote:
Michael,
Are you aware of a program called AutorunWL v.2.1, that is associated
with Wealth-lab trading program? i tink it has some great features to
measure risk-return performance. I don't think it's a java based
program though. It uses Excel and VisualBasic.
Regards, Bob
----- Original Message ----- From: "Michael Tepper"
<michael.tepper@xxxxxxxxxxxx>
To: <Omega-list@xxxxxxxxxx>
Sent: Tuesday, November 30, 2004 1:21 PM
Subject: risk metrics program and report
Hello List:
I am starting the process of creating a risk metrics program. Intention:
to take trade files and produce a report that will contain various
risk metrics.
I am interested in having it written in Java so that the risk metrics
program is OS independent.
I will have my programmer hire an independent programmer do create
the program. We'll have full source code -- and full control, so we
can add what we want.
If someone has already created something like what I am describing,
or is interested in this project; would love to hear from you.
Perhaps we can help each other.
I am planning on instituting about a dozen risk and return metrics,
including the usual industry risk metrics, along with graphs. Also,
I am intending to link the individual reports to a report that will
show a side by side comparison of systems.
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