Search found 7 matches
- Thu Apr 09, 2015 10:18 am
- Forum: Investing - Theory, News & General
- Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
- Replies: 1367
- Views: 821356
Re: Spreadsheet for backtesting (includes TrevH's data)
Thanks for the updates. This is a wonderful tool
- Wed Jan 02, 2013 11:02 am
- Forum: Investing - Theory, News & General
- Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
- Replies: 1367
- Views: 821356
Re: Spreadsheet for backtesting (includes TrevH's data)
Ah January....always an exciting time of year as we await new data for the beloved Simba spreadsheet.
Couple of questions for interested parties..
Is there any long term return data for prefererred stocks that could be included?
Has anyone ever seen an attempt to simulate TIPS back prior to 1972?
Happy and prosperous New Year to all Bogleheads!
Couple of questions for interested parties..
Is there any long term return data for prefererred stocks that could be included?
Has anyone ever seen an attempt to simulate TIPS back prior to 1972?
Happy and prosperous New Year to all Bogleheads!
- Fri Feb 17, 2012 3:26 pm
- Forum: Investing - Theory, News & General
- Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
- Replies: 1367
- Views: 821356
Re: Spreadsheet for backtesting (includes TrevH's data)
Simba,
Thanks once again for this outstanding contribution.
Walter
Thanks once again for this outstanding contribution.
Walter
- Fri Jan 13, 2012 9:04 am
- Forum: Investing - Theory, News & General
- Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
- Replies: 1367
- Views: 821356
Re: Spreadsheet for backtesting (includes TrevH's data)
At last, the triumphant return of Simba....
- Mon Dec 05, 2011 11:00 am
- Forum: Investing - Theory, News & General
- Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
- Replies: 1367
- Views: 821356
Re: Spreadsheet for backtesting (includes TrevH's data)
Yes .....where is Simba? Concern grows daily...
- Wed Feb 16, 2011 9:56 am
- Forum: Investing - Theory, News & General
- Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
- Replies: 1367
- Views: 821356
General Questions
Correlation to me (and I know little) seems to be directional only and does not include amplitude? Asset A goes down 10 %, Asset B goes up .1% and correlation is -1 but B is not hedging A signficantly. Does anyone have info, research, or thoughts on this concept.
Also, not sure what I want to ask.. but MPT seems closely tied to standard deviations, so what is the significance of the VIX? Say stocks normally have a StdDev of 15% but at a market bottom, the VIX can reflect (and perhaps accurately) a StdDev of 70-80%. Can this be factored into a model? Should it be? Further, the implied volatility can be imputed (and used) from any asset with an option, obviously.
Does anyone have info, research, or thoughts on this concept.
Also, not sure what I want to ask.. but MPT seems closely tied to standard deviations, so what is the significance of the VIX? Say stocks normally have a StdDev of 15% but at a market bottom, the VIX can reflect (and perhaps accurately) a StdDev of 70-80%. Can this be factored into a model? Should it be? Further, the implied volatility can be imputed (and used) from any asset with an option, obviously.
Does anyone have info, research, or thoughts on this concept.
- Mon Jan 10, 2011 1:44 pm
- Forum: Investing - Theory, News & General
- Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
- Replies: 1367
- Views: 821356
Simba's Spreadsheet
Anxiously awaiting Simba's update with 2010 returns, also...
and just let me add my thanks and compliments on this creation.
This is a wonderful contribution, a powerful tool, and an obvious labor of love.
and just let me add my thanks and compliments on this creation.
This is a wonderful contribution, a powerful tool, and an obvious labor of love.