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I actually finished an algorithm that i can use to extract all the trades for each stock (each file for each stock). Essentially, i run this code on Excel where there are the input about one stock, and as output i got:

  1. Entry point (Data and Price)
  2. Exit point (Data and Price)
  3. Profit or Loss based on point 1 and 2

Now, by using this code on 20 different stocks, i am able to collects all the trades for all the stocks. By combining them, a portfolio over a specific period (the same used for analyse the stocks) is generated. I would like to know if there is an online possibility to evaluate the portfolio during all the period. I need a software that can alone understand in every moment which position i have open and constantly calculate BETA,CVAR,DRAWDOWN, etc... during the period (essentially i need all the risk analysis over the portfolio). I can also accept a software where you must insert all the positions manually.

Thanks for your patience.

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  • $\begingroup$ by "finished an algorithm" do you mean it's a strategy you created that generates trade instructions to the user? If you explain the criterion and procedure of the algorithm, maybe proper means of evaluating it (backtest or more) can be suggested. The additional request for software that takes trade quantities and prices and computes various well-known metrics for that activity is a stand-alone question on the other hand, but would be surprised of there are no free apps that offer this service. $\endgroup$ – develarist Dec 2 '19 at 3:07
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With a little bit of coding skills, you could utilize the R package PerformanceAnalytics along with the package quantmod. Both R and the packages are open source, so they are free and available to everyone. Here is a link to a blog post that details how to use these packages to obtain data from online sources into R and then implement a basic backtest. If you want to learn more, there is a course on Datacamp.com that teaches how to build and backtest trading strategies in R. The first chapter of the course is free, after that you have to pay for a subscription to the site.

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Statmetrics (www.statmetrics.org) is a free Android app for portfolio analytics and supports backtesting for multiple portfolios und calculation of portfolio risk and performance metrics (Sharp Ratio, Maximum Drawdown, Value-at-Risk, Alpha, Beta, etc.).

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