RINA Systems has released PortfolioStream 6 software. PortfolioStream 6 was released with several new exciting capabilities. Our focus was on increasing ease of use of frequent tasks such as reviewing saved results and maintaining margin settings, as well as adding some new analytical functionality such as the new out-of-sample portfolio testing capability. Now in it's sixth product generation and 5th year of production, PortfolioStream has become the preferred platform for extending TradeStation backtesting to portfolios of markets and parameters. Let’s take a look at what's new:

Global Analysis Tool – enabling analysis across different databases and simplifying the management and archiving of portfolio studies in PortfolioStream.

PortfolioStream now has the ability to consolidate strategy application results for portfolios that were generated by different studies saved into different databases. The Global Analysis Tool contains references to the source file from which the study was extracted, helping system developers test and organize the large volume of studies.

In-Sample / Out-of-Sample testing capability for portfolios - more robust market selection.

This latest portfolio testing capability allows system designers to apply a retrospectively selected group of markets in an out of sample forward period. Users can select the historical period for which they want to split the history into in sample and out-of-sample periods as well as the selection criteria for picking which markets are included in the out-of-sample portfolio. Original results can be compared to the new the out-of-sample portfolio. This tool is designed to help researchers reduce the problem arising out of excessive hindsight used in picking markets and systems to include in a portfolio with the goal of establishing better criteria for portfolio selection and more robust portfolios going forward.

Set the margin within a database at the symbol root for all portfolios – save substantial time in setting up portfolios and exposure analysis.

By setting margin at the symbol root users will save significant time when applying margin rates to futures contracts. In addition, we have added the ability to calculate margin as a percent of the security price (of interest to stock system developers). Margin is set so that the exposure graphs that show margin usage over time can reference the capital requirement per unit traded.

Additional 3D graphing capabilities in PortfolioStream for single markets.

By popular demand we have added the ability to take single market optimizations from TradeStation, as our stand-alone 3D SmartView product does, and plot the optimizations in 3 dimensions. Now users can plot robustness of parameters on a portfolio or a single market.

Plus several other improvements suggested by users:

Save money management adjusted portfolios back into the PortfolioStream database.
New statistics such as number of round turns and total mark-to-market return (in addition to net profit).