AW: need modeling software

["Volker Knapp" <volker@xxxxxxxxxxxxxx>]

Colin,

In case I have not mentioned it before, most things can be done with
Wealth-Lab (see at www.wealth-lab.com)! ;) 

a) should be done through Web-Updating a WatchList
b) and c) it's a WatchList-loop that collects Close/StdDev and normalizes
them as to have their sum = 100% [assuming that "neutral" means
"volatility-balanced"] - and I included the WealthScript code for you:
 
const StdDevPeriod = 10;
var w: integer;
var Ratio, NormFactor: float;
var RatioList: TList = TList.Create;
SingleCalcMode(true);
for w := 0 to WatchListCount - 1 do
try
  SetPrimarySeries(WatchListSymbol(w));
  Ratio := PriceClose(BarCount - 1)
         / StdDev(BarCount - 1, #Close, StdDevPeriod);
  RatioList.AddData(GetSymbol, Ratio);
  NormFactor := NormFactor + Ratio / 100;
except
end;
for w := 0 to RatioList.Count - 1 do
begin
  print(RatioList.Item(w) + #9
      + FormatFloat('0.00%', RatioList.Data(w) / NormFactor));
end;

++++++++++++++++++++++++++++++++++++


Volker
PS: Back to PO...


-----Ursprüngliche Nachricht-----
Von: cwest [mailto:cwest@xxxxxxxxxxxx] 
Gesendet: Freitag, 29. September 2006 04:13
An: omega-list@xxxxxxxxxx
Betreff: need modeling software


Appreciate suggestions for software that can do something like this this:

a) retrieve data from MSN or Yahoo for given symbols and date ranges
b) Calculate the stdev for each symbol using a given period
c) Given the stdev's and the last price of the syms, resolve ratios that
imply the number of shares to buy/sell so that the portfolio is close to
neutral.

Using Excel is doable, but its very error prone. ModelStation is too
expensive, unless you're doing way more than this example. 

Thanks in advance.
Colin