QM Portfolio Analyzer
Enhanced Walkforward Optimizer is a trading tool for robustness testing of trading strategies and algorithms.
Analyze and build your trading portfolio
Quantified Models puts at your fingertips the best software to analyze your trading portfolio. Through the following trading tools, you can build your own trading portfolio with your algorithms and analyze how they work together. This is something important when working several strategies together, since we will be able to see how diversified and decorrelated we are in returns and drawdowns. Likewise, we can also calculate the initial capital necessary to start up the trading portfolio.
Portfolio Analyst Pro allows you to analyze your portfolio of trading systems. Through this tool you can find out the initial capital that your portfolio requires, perform Monte Carlo analysis, basic capital management, even weigh the different algorithms that make it up in your portfolio.
The makers of Portfolio Maestro picked up the Gauntlet thrown down by TradeStation to develop a Portfolio Based Testing Paradigm and they did it. This form of testing doesn’t necessarily fit that well with a GUI approach and this is why there are so many components and steps involved just to get a simple combined equity curve.