Back-testing Portfolio - Need Help

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Mian
Posts: 89
Joined: Wed Jun 03, 2009 6:02 am

Back-testing Portfolio - Need Help

Postby Mian » Tue Jan 29, 2013 8:37 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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simplicity
Posts: 6
Joined: Wed Dec 26, 2012 7:14 am

Re: Back-testing Portfolio - Need Help

Postby simplicity » Tue Jan 29, 2013 1:49 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
Simplicity is the ultimate sophistication. ~ Leonardo Da Vinci

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Mian
Posts: 89
Joined: Wed Jun 03, 2009 6:02 am

Re: Back-testing Portfolio - Need Help

Postby Mian » Tue Jan 29, 2013 2:22 pm

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


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