Amibroker Portfolio Gearing

[The Estimator]

Is there any way to take into account gearing such as margin trading in the portfolio manager? I'm trying to set up some paper trading as realistically as I can. I was thinking I could just put in the capital and margin loan amount added together but it would be better if there was some way to allow a margin percentage for each security as a part of the actual program. This way you could see how changes effect the original capital.

John

 

[captain black]

Margin requirement setting is available in the AA settings for backtesting, not sure about the Portfolio manager. Amibroker's portfolio manager is very basic, I would recommend using 3rd party software for the portfolio management side of things rather than the built in one in AB. I believe that improvements in the Portfolio manager are on the "to-do" list.
I use MAUS, but switching to Stator soon.

 

[bullmarket]

Managing Portfolios

Hi Estimator

I don't know if you have much experience with a spreadsheet like Microsoft's Excel, but a spreadsheet is a very powerful tool you can use to set up and customise your own portfolio manager exactly how you want it.

I'm still on Excel 97, but I have set up a spreadsheet which calculates the nett value of my portfolio (after brokerage) after simply just typing in the end of day share prices. It also tells me how much dividend and subsequent yield my portfolio will generate etc etc.

If you have no or limited Excel experience, the online help is very good (at least in excel 97 it is) to help you get started. Learning how the main arithmetic functions (+,-,x,/) work and the concept of entering simple values and formulae into cells should be very quick to pick up. You'll probably also have to look up how to use conditional statements (IF), but the syntax and concept is fairly straight forward.

So, just as a suggestion, if you have access to a spreadsheet program I recommend you give setting up your own fully customised (as you like and not as some 3rd party software wants you to) spreadsheet portfolio manager. You can also set up pie-charts, line graphs or virtually any other type of chart you like to display visually any information about your portfolio.

This should help you to better check any paper trading principles/concepts you wish to test.

Hope this helps, good luck but most of all have a happy and safe Christmas and best wishes for 2006

bullmarket

 

[The Estimator]

Thanks Guys,

I can probably set up an excell spread sheet. I use it a fair bit at work. I might try to find a base one thats already about and then tweak it to suit me. I was hoping I could do it through AB but it did seem pretty damn basic.

John