Rebalancing/backtesting software?
Moderator: Global Moderator
Rebalancing/backtesting software?
Does anyone know of some software or a website that can be used to experiment with different rebalancing bands and timing?
Re: Rebalancing/backtesting software?
Or maybe an Excel spreadsheet or something?
Re: Rebalancing/backtesting software?
Well there's the "Simba spreadsheet" (Google it). If you can implement your simulation as a spreadsheet, that might work fine.
-
MachineGhost
- Executive Member
- Posts: 10054
- Joined: Sat Nov 12, 2011 9:31 am
Re: Rebalancing/backtesting software?
http://code.google.com/p/mypersonalindex/beafet wrote: Does anyone know of some software or a website that can be used to experiment with different rebalancing bands and timing?
MG
Last edited by MachineGhost on Mon Jan 02, 2012 4:02 pm, edited 1 time in total.
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Re: Rebalancing/backtesting software?
Etfreplay.com allows you to backtest some ETFs.
Simba's worksheet was just for Vanguard funds, I thought?
Simba's worksheet was just for Vanguard funds, I thought?
Re: Rebalancing/backtesting software?
The rows are labeled by asset classes (total stock market, large cap value, etc.) which are, for the most part, represented by Vanguard funds. However there are a few non-Vanguard entries: gold, synthetic TIPS, etc.beafet wrote: Simba's worksheet was just for Vanguard funds, I thought?
-
MadMoneyMachine
Re: Rebalancing/backtesting software?
Also check out ifa.com and all their tools. Lots of good backtesting. They use Dimensional Fund Advisors (DFA) funds.
Re: Rebalancing/backtesting software?
I started a thread on the product I used when I was making choices for my perm port.
http://ezbacktest.blogspot.com/
http://ezbacktest.blogspot.com/
-
MachineGhost
- Executive Member
- Posts: 10054
- Joined: Sat Nov 12, 2011 9:31 am
Re: Rebalancing/backtesting software?
I like this softare a lot better than MyPersonalIndex which is complex to use. It doesn't seem to support rebalancing bands though.
MG
MG
gardnercr wrote: I started a thread on the product I used when I was making choices for my perm port.
http://ezbacktest.blogspot.com/
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Re: Rebalancing/backtesting software?
It depends on your programming skills.
If you are familiar with simple programming (Basic or C or Java Script) I recommend you look at AmiBroker www.amibroker.com , a great platform for testing your portfolio timing, allocations, rebalancing, etc. AmiBroker is pretty popular in the trading community and has a very simple scripting language similar to Basic for testing your ideas and managing your real time investment portfolios. I use it and I love it.
If you are familiar with simple programming (Basic or C or Java Script) I recommend you look at AmiBroker www.amibroker.com , a great platform for testing your portfolio timing, allocations, rebalancing, etc. AmiBroker is pretty popular in the trading community and has a very simple scripting language similar to Basic for testing your ideas and managing your real time investment portfolios. I use it and I love it.