RINA Systems announces new features for Performance Suite 6 -- Performance Suite 6 will be available to ship or download on January 29th, 2003

After several months of development we are proud to announce the new features that will be included in Performance Suite 6. We believe that this release marks a substantial evolution in our suite of products, integrating many of our clients most requested features over the previous year. We have expanded the capability of the performance suite in several areas including:

• New reports and graphs to better analyze historical risk
• Expanded database capacity, portfolio editing, and data import/export to help you be more productive in your research
• More flexible position size testing and multi denominated currency enabled for more realistic portfolio and money management simulations

Let’s take a closer look to the features we have added to our Performance Suite software.

Currency conversion for multi-denominated portfolios: Now you can see trading system performance after taking into account foreign currency fluctuations. Whether you are a European trader speculating in US stocks or a US based trader operating on foreign futures, it’s important to see how movements in the exchange rate would have affected your trading system performance.

Market Weighting and Margin now added to the Portfolio Editor:

We have reduced the need to go back and forth between the portfolio editor and TradeStation to modify your studies. You will save time by being able to set the margin and numbers of contracts traded for all markets in the portfolio right from one screen and then change it on the fly if necessary.

A key component to knowing the performance and characteristics of a portfolio of trading systems is the exposure of long and short positions over time. Now you can see the net exposure, or separately for long and short positions, in Portfolio Evaluator 6. These graphs are an important addition for designing market neutral portfolios.

Now you can view your margin commitment historically for your portfolio. In addition, graph the margin to equity ratio over time for your portfolio of systems.

Now Portfolio Evaluator 6 and Money Manager 6 databases can store up to 2 gigabytes of data in each file - more than double our previous storage capacity.

Multiple Database Enabled

Are you storing so much system data that you run against the storage limits in Portfolio Evaluator Pro? No problem. With Portfolio Evaluator 6 you can save data to and work from multiple databases.

Import Multiple XML files

Importing xml files has never been easier. You can save time by importing entire directories of xml files into Portfolio Evaluator 6. In addition, you can export an entire Portfolio Evaluator 6 portfolio to xml format. This is invaluable for sharing trade input files with colleagues or between computers.

One of the most frequent comments we received from clients was to include more drawdown information. Reports now include the largest 5 historical drawdowns.

Fixed Capital Report

In addition, in the new Fixed Capital report you can view new composite statistics and annual and monthly return tables all calculated against a fixed funding (especially useful if only working with single contract simulations out of TradeStation or when using constant notional portfolio assumption).

Now you can import and store your historical trade risk based on your stops written in TradeStation into the Performance Suite database. Graph your total portfolio risk over time and see how much capital was at risk for any day over the history. Because it uses data you generated directly from your TradeStation system you could plot, for example, an estimate of how much value your portfolio could have lost if all the stops were hit on the same day.

Test risking various percents of your equity on each trade using imported risk information based on stops in your TradeStation system. Because we use EasyLanguage to generate the initial risk for the strategy you can match the risk used in Money Manager 6 to the actual dollar risk between the current market price and your stop level in TradeStation. This creates the more flexibility in testing fixed fractional variations helping you to better manage your position size.

Click Product Ordering to purchase Performance Suite 6.

Click HERE to download the Performance Suite 6 Order Form in Adobe Acrobat format.