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Two more additions, with WL you can create your own Performance Report
metrics by using the PerfScript function. What ever you desire to add to the
current Performance Report of the portfolio analysis you can add it. Of
course it slows down the calculation speed.
I am not sure if I understand your question correctly but I believe you are
trying to enter trades into a software to analyze it as if this would have
been your back-tested result. If that is so, these two discussions currently
on our forum should cover some of your topic:
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/topic?id=14685
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/topic?id=14702
Hope it helps.
Regards,
Volker Knapp
(www.wealth-lab.com)
-----Ursprüngliche Nachricht-----
Von: Michael Tepper [mailto:michael.tepper@xxxxxxxxxxxx]
Gesendet: Tuesday, November 30, 2004 8:18 PM
An: bob lyness
Cc: Omega-list@xxxxxxxxxx
Betreff: Re: risk metrics program and report
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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