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RE: looking for software for analyzing returns, return metrics



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> -----Original Message-----
> From: Michael Tepper [mailto:michael.tepper@xxxxxxxxxxxx]
> Sent: Thursday, July 06, 2006 12:54 PM
> To: omega-list@xxxxxxxxxx
> Subject: looking for software for analyzing returns, return metrics
>
> 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?
>
>