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RE : portfolio testing: what is it?


  • Date: Sat, 21 Feb 2009 03:28:14 +0100
  • From: "Pierre Orphelin" <pierre.orphelin@xxxxxxx>
  • Subject: RE : portfolio testing: what is it?

PureBytes Links

Trading Reference Links

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NB:  the web  site is clearly outdated and  will  be rebuilt  when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.