Hi,

Can someone let me know your experience on which of the following software/tools might be the best option for position sizing, diversification, portfolio management and analysis?
- Market System Analyser (MSA - Adaptrade)
- Portfolio Analyst Pro (PAPro - Trademaid)
- Titan (A. Unger)

Is there any other portfolio management software I should be looking into as well?

Cheers,

Check Lote45 or RiskMetrics

Quite interesting, I didn't know these tools even existed. I would be rather curious to find out how they compute the risk managent strategy

Sent using the NexusFi mobile app

I'm working with Titan from 1 year and using Portfolio Builder QTLab too, but I can't say I've found an ideal solution for my portfolio yet

acosta1709 

Hi, Can someone let me know your experience on which of the following software/tools might be the best option for position sizing, diversification, portfolio management and analysis? - Market System Analyser (MSA - Adaptrade) - Portfolio Analyst Pro (PAPro - Trademaid) - Titan (A. Unger) Is there any other portfolio management software I should be looking into as well? Cheers,

I spent one year developing mine with Python. I was (not) a (good) sw programmer in my previous life, a lot time passed and I had to restart from scratch. It was hard but I admit I'm quite satisfy at t he moment.
I adopted a main engine based on equity curve management, recently added a light position management feature (1 or 2 contracts).

I wrote some add-on on NT8 to make much more easy to export historical trades. I had to, working with 100+ strategies at the moment. It tooks less than one hour to export, transfer from VPS to local PC, run the portfolio manager, enable the proposed strategies.
I usually adjust my strategies on a weekly base.

The good part is that a back test is always performed till the week before with some kind of walking forward. So, once decided a parameter setup, I have validation and proposal for next week in one shot.

I'm more than happy to share further info in case.

BERN Algos 

I'm more than happy to share further info in case.

Very impressive ! Do you have any written documentation for your creation ?
Does it need to be adapted to accomodate another platform like Multicharts ?

syswizard 

Very impressive ! Do you have any written documentation for your creation ? Does it need to be adapted to accomodate another platform like Multicharts ?

No written docs but I will put together something and post here.
The tool is agnostic, just need a set of csv files, one per strategy, including only closing date and cumulative gain for each trade (at the moment partial close not managed).
I designed the tool to work on one year data, rolling. So, last year actually.

See attached example (oh, I put a naming rule on filename, to start with "MS__")

Once you are able to pack data this way it should be possible to make it run.

The first column has inconsistent date formats:
31/08/2022 09:56:00
2/9/2022 3:35

The equity column goes from small numbers to huge numbers. Why ?
56.5
269

In my systems, both remote and local PC, the format is ok, it could be a matter of import in your excell or csv viewer. Try something different, even Notepad to check.

Time,Equity
16/11/2021 12:03:00,10
17/11/2021 12:03:00,-2.5
23/11/2021 03:35:00,7.5
23/11/2021 14:10:00,17.5
29/11/2021 12:03:00,4.5
30/11/2021 12:03:00,14.5
02/12/2021 03:35:00,1.5
07/12/2021 05:42:00,11.5
07/12/2021 16:00:00,-1.5
09/12/2021 09:56:00,8.5
10/12/2021 09:56:00,18.5
13/12/2021 03:35:00,28.5
13/12/2021 12:03:00,15.5
14/12/2021 03:35:00,25.5
15/12/2021 03:35:00,12.5
15/12/2021 12:03:00,-0.5
16/12/2021 05:42:00,9.5
16/12/2021 14:10:00,19.5
17/12/2021 03:35:00,29.5
17/12/2021 12:03:00,39.5
21/12/2021 16:00:00,26.5
28/12/2021 12:03:00,36.5
30/12/2021 09:56:00,46.5
31/12/2021 16:00:00,56.5
03/01/2022 09:56:00,44
05/01/2022 12:03:00,31
06/01/2022 12:03:00,41
07/01/2022 09:56:00,51
10/01/2022 09:56:00,61
13/01/2022 12:03:00,71
18/01/2022 03:35:00,81
18/01/2022 12:03:00,91
20/01/2022 05:42:00,78
24/01/2022 05:42:00,88
25/01/2022 12:03:00,98
26/01/2022 09:56:00,108
28/01/2022 05:42:00,118
31/01/2022 03:35:00,128
31/01/2022 14:10:00,115
02/02/2022 07:49:00,125
02/02/2022 16:00:00,135
03/02/2022 12:03:00,145
09/02/2022 03:35:00,155
09/02/2022 12:03:00,165
10/02/2022 07:49:00,175
10/02/2022 16:00:00,185
14/02/2022 05:42:00,195
15/02/2022 05:42:00,205
15/02/2022 14:10:00,215
16/02/2022 03:35:00,225
17/02/2022 03:35:00,212
17/02/2022 12:03:00,199
21/02/2022 12:00:00,209
22/02/2022 05:42:00,219

You did not answer my 2 questions:
1) date format inconsistent ?
2) equity column has wildly different numbers.small then large ?