Portfolio Maestro
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Advanced Techniques
Portfolio Maestro enables researching a trading methodology using additional techniques that offer an opportunity to enhance trading performance. No other platform offers these advanced features and provides these benefits.
Portfolio Maestro allows you to:
- Set priorities for strategies that belong to the same system group to get the available capital. A strategy with a higher priority gets the capital first
- Set priorities for system groups that belong to the same portfolio to get the available capital. A system group with a higher priority gets the capital first
- Test strategies on a symbol list where symbols come from multiple data sources, such as Bloomberg, TradeStation® 8, Interactive brokers, eSignal, CSI, text files, and others
- Test a strategy across a portfolio of multiple symbols with different reference symbols
- Test ranking strategies across a portfolio of multiple symbols. Ranking allows ranking multiple symbols based on selected criteria, ranking frequency, part of the ranked list to apply a trading strategy and other parameters. Portfolio Maestro comes with a number of ranking criteria as well as the ability to write new ones and make them available to the user
- Apply money management strategies to scale trades based on portfolio equity or other parameters. Some of Portfolio Maestro’s money management capabilities include: fixed fractional with margin, fixed fractional with ATR, fixed fractional with standard deviation risk, fixed fractional by price, fixed fractional by market value, fixed amount and others
- Constrain trading based on equity, margin, risk and other parameters (e.g., margin/equity ≤ 0.3) integrated with portfolio testing
- Code and test any strategy that can be written in VB.NET, C# or other .NET languages
- Simulate returns and trades. The simulation allows analyzing alternative scenarios or histories that could have occurred given the historical or realized outcome (distribution) of a trading system or portfolio of systems. For example, while a portfolio may have achieved a historical drawdown of $50,000, by re-sampling the original returns we might also determine that the drawdown had a 10% chance of exceeding $200,000. Armed with this information, system traders are better prepared for the risks and volatility of results that could occur in future scenarios
- Test a strategy with the ability to start/stop signals based on portfolio equity, (e.g. stop if portfolio equity lost or gained x%)
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