Rebalancing/backtesting software?

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beafet
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Rebalancing/backtesting software?

Post by beafet »

Does anyone know of some software or a website that can be used to experiment with different rebalancing bands and timing?
beafet
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Re: Rebalancing/backtesting software?

Post by beafet »

Or maybe an Excel spreadsheet or something?
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KevinW
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Re: Rebalancing/backtesting software?

Post by KevinW »

Well there's the "Simba spreadsheet" (Google it).  If you can implement your simulation as a spreadsheet, that might work fine.
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MachineGhost
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Re: Rebalancing/backtesting software?

Post by MachineGhost »

beafet wrote: Does anyone know of some software or a website that can be used to experiment with different rebalancing bands and timing?
http://code.google.com/p/mypersonalindex/

MG
Last edited by MachineGhost on Mon Jan 02, 2012 4:02 pm, edited 1 time in total.
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes

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beafet
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Re: Rebalancing/backtesting software?

Post by beafet »

Etfreplay.com allows you to backtest some ETFs.

Simba's worksheet was just for Vanguard funds, I thought?
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KevinW
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Re: Rebalancing/backtesting software?

Post by KevinW »

beafet wrote: Simba's worksheet was just for Vanguard funds, I thought?
The rows are labeled by asset classes (total stock market, large cap value, etc.) which are, for the most part, represented by Vanguard funds.  However there are a few non-Vanguard entries: gold, synthetic TIPS, etc.
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Re: Rebalancing/backtesting software?

Post by MadMoneyMachine »

Also check out ifa.com and all their tools. Lots of good backtesting. They use Dimensional Fund Advisors (DFA) funds.
gardnercr
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Re: Rebalancing/backtesting software?

Post by gardnercr »

I started a thread on the product I used when I was making choices for my perm port.

http://ezbacktest.blogspot.com/
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MachineGhost
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Re: Rebalancing/backtesting software?

Post by MachineGhost »

I like this softare a lot better than MyPersonalIndex which is complex to use.  It doesn't seem to support rebalancing bands though.

MG
gardnercr wrote: I started a thread on the product I used when I was making choices for my perm port.

http://ezbacktest.blogspot.com/
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes

Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet.  I should not be considered as legally permitted to render such advice!
Stefan
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Re: Rebalancing/backtesting software?

Post by Stefan »

It depends on your programming skills.
If you are familiar with simple programming (Basic or C or Java Script) I recommend you look at AmiBroker www.amibroker.com , a great platform for testing your portfolio timing, allocations, rebalancing, etc. AmiBroker is pretty popular in the trading community and has a very simple scripting language similar to Basic for testing your ideas and managing your real time investment portfolios. I use it and I love it.
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