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Does anyone knows of any software that CTA's/hedge funds use to
calculate the performance stats for tracking agenices and investors. I
am hoping to find something where I can import my daily equity streams
from which the software will kick out 3/6/12 month returns, VAMI, the
time between drawdowns and the rolling 3/6/12 month returns. I have
done all this myself in excel for a few systems but as I am not a great
excel programmer it becomes a bit cumbersome for a portfolio. Any
suggestions would be greatly appreciated.
Brian Meehan
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