Hello all, so i got 3 questions:
1. Are anyone using excel or some other software for data/trade analysis?
2. If not, would you be willing to pay for a software that could?
3. What would you want in this software?
Backstory to questions: I got a friend who is a software programmer, and he is currently working on a side-project for me. A software where i can export all trades (backtest/real results) into excel files, from PRT, and he can use that excel file to make huge analytical presentable data. For example he can show a “Change in equity” in weekly, monthly, quarterly, yearly results from each backtest. You can use this to measure correlation between systems and other things, to put together the best possible portfolio based on your backtests.
The possibilities tho are pretty much endless. You can calculate sharpe and much more statistics on all algorithms + portfolio of algorithms, in a matter of seconds (automatic) using this software. You can see which days/months/years are most profitable for your system etc.
I think the biggest issue using only excel, unless your good, is to process the data using correct dates. For example you cant really run a correlation between system A and system B unless you look at the dates of the trades, which can be very tricky to do in excel (in my experience at least)
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