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Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

All,

I am just chiming in here, but I agree with Bill Bernstein, "It's tricky" and that is why "I got stuck."

I am trying to unravel this like everyone else.

We'll get it.
by JonoJono1
Mon Aug 05, 2013 1:21 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

OkieIndexer,

This is a good lead. Thanks.
by JonoJono1
Sat Aug 03, 2013 12:35 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

CallmeOp:

Ok. But do we have a good list of available asset classes we can get reliable longterm dataseries for, even if it is just a few classes? Can you give that to us?
by JonoJono1
Sat Aug 03, 2013 12:33 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

Ladygreek, As usual, your comments are so involved, which is great, and a little daunting. Ok. I agree with the premise you are making (i.e. to build in the space for later input). I am not at that stage quite yet, intentionally. I am still gathering the group's input for the best direction to take ...
by JonoJono1
Sat Aug 03, 2013 12:29 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

Siamond:

That was a helpful post. Thanks.

If we can get the dataseries, this backtester will be flush with a powerful set of information to help all of us.
by JonoJono1
Fri Aug 02, 2013 2:54 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

Great suggestions all around. I read this post every night now for new ideas. I am hoping we get a good group of ideas to pull from. On my personal copy of the backtester, I have expanded the number of portfolio comparions to 24, instead of 5. This was tedious but the results are helpful because it ...
by JonoJono1
Thu Aug 01, 2013 10:54 pm
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

Blueears: My sentiments exactly! I want to construct the dataseries from 1926 up unil the present. But this way beyond my expertise. I used Shiller's data for monthly S&P and have found some good gold data series too. I have even contacted the big data houses and gotten some one-off access to al...
by JonoJono1
Mon Jul 29, 2013 12:04 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

1. The link to the current and past versions of the backtester and revision history is posted on the first entry of this thread. 2. Adding withdrawal rate calculations will be an enormous benefit. Excellent idea! By the way, I am keeping a list of ideas (e.g. like this withdrawal rate idea) offline ...
by JonoJono1
Fri Jul 19, 2013 10:50 pm
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: JonoJono1: Improve, Revise, Update, Debug Simba's Backte

What is the purpose of a portfolio backtester? I read on this board that a backtester "has its limits," and "should be taken with a grain of salt." Ok. What does this mean? What are the limits of a backtester? Here is where I am coming from. The typical user wants to find the be...
by JonoJono1
Fri Jul 19, 2013 2:23 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Spreadsheet for backtesting (includes TrevH's data)

LadyGeek:

Ready or not, here we go!

[Thread merged into here, see above. --admin LadyGeek]

Thanks for the encouragement.
by JonoJono1
Fri Jul 19, 2013 2:07 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

JonoJono1: Improve, Revise, Update, Debug Simba's Backtester

[Thread merged into here Jan 06, 2014. See this post . --admin LadyGeek] All, The mission of this thread is to have a dedicated thread where we can improve Simba's backtester. Our goal is to achieve a backtester that is 1) accurate 2) user friendly and 3) functional for Bogleheaders. In the past, u...
by JonoJono1
Fri Jul 19, 2013 2:05 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Spreadsheet for backtesting (includes TrevH's data)

LadyGeek, I appreciate your commentary. I intentionally want to contribute, and this could be a good way. Ok. I will start a new thread. But isn't what you are proposing I do exactly what you said I should not do just a few posts ago (see your post: by LadyGeek ┬╗ Fri Jul 12, 2013 9:00 pm)? I am aski...
by JonoJono1
Tue Jul 16, 2013 1:25 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Spreadsheet for backtesting (includes TrevH's data)

Serbeer, LadyGeek: I am happy to help out in the way Serbeer is suggesting. I grew up (engineering school, grad school etc.) on Excel, but I am by no means an expert compared to some others that are members among us. I did go through about 1/3rd of the 50 or so array references in Simba's work so fa...
by JonoJono1
Mon Jul 15, 2013 10:15 pm
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Portfolio Optimization in Excel using Solver Function

Magician,

What you sent to me by email was great! Very kind of you to offer it up.

I am now a Solver practitioner.

My PM is disabled (I think) because I am still a noob. When LadyGeek determines I am worthy, she will upgrade me, I hope. :)
by JonoJono1
Mon Jul 15, 2013 9:57 pm
 
Forum: Investing - Theory, News & General
Topic: Portfolio Optimization in Excel using Solver Function
Replies: 11
Views: 1515

Re: Portfolio Optimization in Excel using Solver Function

Magician: Wow! Thanks for the invite. PM sent.
by JonoJono1
Sat Jul 13, 2013 3:52 pm
 
Forum: Investing - Theory, News & General
Topic: Portfolio Optimization in Excel using Solver Function
Replies: 11
Views: 1515

Re: Spreadsheet for backtesting (includes TrevH's data)

LadyGeek:

Got it. Thanks for the reply.
by JonoJono1
Sat Jul 13, 2013 12:46 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Spreadsheet for backtesting (includes TrevH's data)

Serbeer: Ok. I found a few more bugs. (I'll report them after your response. See below.) But first, I do not want to bog this thread down with tedium. So, I thought it may be beneficial to the members if we started a new thread called: "Revisions, Improvements, Updates, Bugs and Fixes for Simba...
by JonoJono1
Fri Jul 12, 2013 9:31 pm
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Spreadsheet for backtesting (includes TrevH's data)

Serbeer: Good plan on waiting for 12e. I feel bad for having not caught this before 12d got published. Btw, in the formula below, $B$148 should actually be $B148, precisely to avoid having to do similar changes in the future if new years are inserted. To be pedantic, because this cell is to be copie...
by JonoJono1
Fri Jul 12, 2013 2:40 pm
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Spreadsheet for backtesting (includes TrevH's data)

Serbeer: You requested that suggested changes to Simba's Backtester be placed here in this thread, and you were efficient at updating ver. 12c to 12d (thank you), so I am posting another bug in the backtester, which I just discovered and spent a while debugging. Here goes: Since the backtester gets ...
by JonoJono1
Fri Jul 12, 2013 1:36 am
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Portfolio Optimization in Excel using Solver Function

1210SDA: Thanks for sharing that. That means at least 2 of us would benefit by the answer. I am sure there are more among us that would also benefit. Serbeer: I appreciate you linking me to that thread. While I do not claim to fully understand the limitations of backtesting, I am aware that there i...
by JonoJono1
Thu Jul 11, 2013 11:17 pm
 
Forum: Investing - Theory, News & General
Topic: Portfolio Optimization in Excel using Solver Function
Replies: 11
Views: 1515

Portfolio Optimization in Excel using Solver Function

I have searched the board for and cannot find how to run a portfolio optimizer using Simba's backtester. I found some stuff on the web that while precise, still confused me. I would like to optimize a portfolio. I have added in the Excel function SOLVER, which I understand is the right function to u...
by JonoJono1
Thu Jul 11, 2013 9:14 pm
 
Forum: Investing - Theory, News & General
Topic: Portfolio Optimization in Excel using Solver Function
Replies: 11
Views: 1515

Re: Spreadsheet for backtesting (includes TrevH's data)

Excellent! Thanks Serbeer. Ok. All, I have searched this thread and the board for and cannot find how to run a portfolio optimizer using Simba's backtester. I found some stuff on the web that while precise, still confused me. I would like to optimize a portfolio. I have added in the Excel function S...
by JonoJono1
Wed Jul 10, 2013 8:23 pm
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Spreadsheet for backtesting (includes TrevH's data)

Serbeer: Per your request, here are the two issues to Simba's Backtester (v12c) I found: 1. Excel Worksheet (EWS) "Portfolio_72_12, Cell J127" is "=10000". But, what "Portfolio_72_12, Cell J127" should be is "=Portfolio$B$58". (I think the reason for this is o...
by JonoJono1
Tue Jul 09, 2013 10:02 pm
 
Forum: Investing - Theory, News & General
Topic: Spreadsheet for backtesting (includes TrevH's data)
Replies: 602
Views: 364393

Re: Simba's Backtester

Thanks for the replies. Serbeer: Per your request, I will post the two issues I found in the linked thread you mention within 5 minutes of the reply you are reading now. Thanks again. For convenience, here is a redundant explanation of the issues: 1. Excel Worksheet (EWS) "Portfolio_72_12, Cell...
by JonoJono1
Tue Jul 09, 2013 10:01 pm
 
Forum: Investing - Theory, News & General
Topic: Simba's Backtester
Replies: 6
Views: 909

Simba's Backtester

Hi. This is my first post. So if I am not following some protocol, please excuse me. I will gladly follow any nudge in the right direction. I downloaded Simba's backtester (v.12c). This is very useful to me, so thanks, Simba. I noticed what I think is an error in one of the cells and I wanted to rel...
by JonoJono1
Sun Jul 07, 2013 11:52 pm
 
Forum: Investing - Theory, News & General
Topic: Simba's Backtester
Replies: 6
Views: 909

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