Re: portfolio testing: what is it?

["Olivier BALHAN" <olivier.balhan@xxxxxxxxx>]

OK, I see, Pierre Orphelin was not far ....


Olivier


----- Original Message ----- 
From: "Pierre Orphelin" <pierre.orphelin@xxxxxxx>
To: "'Omega List'" <omega-list@xxxxxxxxxx>
Sent: Saturday, February 21, 2009 3:28 AM
Subject: RE : portfolio testing: what is it?


> Hi,
>
> Portfolio  testing  and  is  not a  trivial  task and  moreover  need
> specialized  software.
> When it  comes  to  money management,  mixing  various timeframes, 
> different
> tradeables and  making them to compete  before  sending  the orders (
> automated  mode) to  the markets is  not exactly a  piece  of  cake.
>
> If  you are  interested  or  just  curious then  you may have a  look to 
> our
> latest development that  is  exactly  on this target ( the  tutorials 
> below
> explain a lot).
>
> Here   we  use  up to N 1000 tradeable /  timeframe /strategies as 
> candidate
> pools ( all of  this  is  updated realtime) and  we  extract a given 
> number
> of  candidates  that  will  be used  for  the  next trade to  come ( to
> build an  maintain the managed  portfolio, size n <<N).
>
> The process  is  fully  backtestable and  believe me or  not  all of  this
> requires absolutely  no programming  for the   end  user. Not a  single
> line of  Easy Language  to  be  written.
>
>
> PFO3 tutorials:
> www.sirtrade.com/PFO3/pfo3_0_viewlet_swf.html
>
> www.sirtrade.com/PFO3/pfo3_1_viewlet_swf.html
>
> www.sirtrade.com/PFO3/pfo3_2_viewlet_swf.html
>
>
> Trading  systems MySQL databse :
> www.sirtrade.com/PFO3/dbquery_viewlet_swf.html
>
>
> Animated  tutorial Safir Xp 2 general use :
> www.sirtrade.com/PFO3/safirxp_stt_viewlet_swf.html
>
>
>
>
> Ah,  those  french people...
>
> Sincerely,
> Pierre Orphelin
> www.sirtrade.com
>
> NB:  the web  site is clearly outdated and  will  be rebuilt  when
> launching  the  new  stuff ( it took  4 more  years  to develop, so what 
> ?).
> And  yes  we  will  publish realtime  results, the  same  day  it will
> open.