Back-testing Portfolio - Need Help

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Back-testing Portfolio - Need Help

Postby Mian » Tue Jan 29, 2013 9:37 am

Does anyone have any suggested methods of back-testing a mostly EFT portfolio? I want to go back three years and find that the software I'd use (probably M*) wouldn't take monthly distributions into consideration for BND and that I'd have to enter them manually -- very time consuming!

How do you all go about doing back-testing?
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Re: Back-testing Portfolio - Need Help

Postby simplicity » Tue Jan 29, 2013 2:49 pm

Hi Mian,

You could backtest the ETF's using a tool like http://etfreplay.com/combine.aspx
You can do this for free for a few securities.

Kind regards,

Simplicity
I generally avoid temptation unless I can't resist it. - Mae West
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Re: Back-testing Portfolio - Need Help

Postby Mian » Tue Jan 29, 2013 3:22 pm

Thanks, simplicity -- that was exactly what I was looking for!
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