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?
Back-testing Portfolio - Need Help
- simplicity
- Posts: 6
- Joined: Wed Dec 26, 2012 6:14 am
Re: Back-testing Portfolio - Need Help
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
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
Re: Back-testing Portfolio - Need Help
Thanks, simplicity -- that was exactly what I was looking for!