Back testing tool for ETF

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modeljc
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Back testing tool for ETF

Post by modeljc »

This is a free site for a limited amount of testing.  http://www.etfreplay.com/combine.aspx
clacy
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Re: Back testing tool for ETF

Post by clacy »

I have a $30/month subscription to etfreplay and find it worth it, but their backtesting only runs back through roughly 2003.  It would be nice if they added data going back 30-40 years.  Obviously ETF's weren't around at that time, but mutual funds and indies would suffice.
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craigr
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Re: Back testing tool for ETF

Post by craigr »

Most ETFs are so new that you won't get data going back over 10 years. You'll have to use an established index as a proxy and hope the ETF tracks it accurately going forward.

The Simba spreadsheet is free tool that combines many different funds and common indices for backtesting. Beware all ye who enter backtesting.

http://www.bogleheads.org/forum/viewtop ... =10&t=2520
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