Search found 3 matches

by mtbomb
Mon Jan 13, 2014 2:16 pm
Forum: Investing - Theory, News & General
Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
Replies: 1032
Views: 573083

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

Can someone point me in the right direction for finding an automated way to compute the best allocation for return given a std dev? So I have a crude script working with the returns in this spreadsheet. I hope to improve it over time, so let me know if you find any bugs. Right now I am just using i...
by mtbomb
Fri Jan 10, 2014 7:47 pm
Forum: Investing - Theory, News & General
Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
Replies: 1032
Views: 573083

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

Can someone point me in the right direction for finding an automated way to compute the best allocation for return given a std dev?
by mtbomb
Wed Jan 23, 2013 3:10 am
Forum: Investing - Theory, News & General
Topic: Simba's backtesting spreadsheet [a Bogleheads community project]
Replies: 1032
Views: 573083

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

I have updated this spreadsheet with the 2012 data. I am not simba, so there may be some errors. If you find any let me know and I'll make the changes until Simba updates the official one. 2012 backtest update XLS You'll have to click download once you go to the google docs page. Simba, Hopefully th...