February 23, 2010 - Cincinnati, OH.

Portfolio Maestro 1.6.1 (Brief Overview)

• Portfolio Backtesting
  • Backtesting speed has been significantly increased. Depending on the portfolio composition the speed improvements are between 100% and 300%.
  • Added the ability to define Custom Sessions. This feature allows user to apply strategies on price data during only the specified session times. These times can be different for each symbol.
  • Added the ability to have Buy/Sell without Exit.
  • Added the ability to require a price to break through the limit for an action to trigger (optional).
  • Added the ability to share a variable between different strategies and system groups in a portfolio as well as between portfolios for VB.Net or C#.Net strategies.
  • Added the ability to have a custom objective function to perform a genetic algorithm optimization and walk-forward analysis. The custom objective function value is displayed on the optimization report.
  • Added "Number of positions per symbol" constraint. This constraint limits the number of open positions per symbol over the whole portfolio. This enables users to limit the total number of positions in a symbol across all system groups and strategies in a portfolio.
  • Added "Volatility Standard Deviation" and "Williams %R" ranking strategies.
  • Added "Strategy Cumulative P/L by Date" and "System Group Cumulative P/L by Date" charts.
• Support for new prices and Back Office technology
  • Added the ability to summarize/compress lower interval bars into higher interval bars automatically (i.e. create daily bars from intra-day bar interval, or create 30-min bars from 10-min bar interval data.)
  • Added the ability to send data to the HedgeFacts back office, performance, and risk reporting platform. (www.hedgefacts.com)
• Performance Reporting
  • Added P/L Correlation for symbols, strategies, and system groups. Calculated over a select period, a table of correlation over a given length for all instruments.
  • Added "Date of Maximum Drawdown" on the Trade Results tab.
  • Added the selective ability to turn on/off certain reporting aspects of a backtest (i.e. only statistics and charts, but no trades)
  • Added the ability to show Equity per System Group and Strategy on charts.
  • Added "Report Name" (shown in the Optimization column) field to the list of optimization reports found at Reports>>View Optimization Reports.
  • Added "t-test" Statistical Analysis of the performance.

• Develop a better statistical edge in the market
• Have the capability to develop any strategy or use the data sources you need
• Save time for research and testing
• Know your strategy performance on portfolios using real trading assumptions

Please click here to see the Portfolio Maestro key features list.

Click Product Ordering to purchase Portfolio Maestro.

Call today to see how Portfolio Maestro can revolutionize your strategy development and portfolio testing.  Contact the RINA Technologies Sales team today by calling (513) 469-7447 and pressing option 1 when prompted.  Or you may email us for more information by sending a request to info@rinatechnologies.com.