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I am looking for software that can take trades files, and / or equity
streams, and return a set of metrics -- both industry standard and have
the capability of using custom metrics.
Wish list: Plus the program would have the capability to use different
position size schema using the trades files, and compare portfolios /
systems once they have been put into the database.
I generate both trades files and equity streams from my proprietary program.
I operate under Linux, so would prefer a java application.
Rina Portfolio Evaluator (I own it already) is far far too slow, and
unwieldy, in my opinion. Plus, Rina is tied to both MS Windows, and one
only computer. Not a good situation. Some particular features and
some of the Analytics are good in Rina. It's just not practical to
use, especially with analysis of over a hundred stocks / markets.
Any suggestions?
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