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.

  • $\begingroup$ 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

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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