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Rebalancing/backtesting software?

Posted: Thu Nov 10, 2011 12:52 pm
by beafet
Does anyone know of some software or a website that can be used to experiment with different rebalancing bands and timing?

Re: Rebalancing/backtesting software?

Posted: Fri Nov 11, 2011 3:36 pm
by beafet
Or maybe an Excel spreadsheet or something?

Re: Rebalancing/backtesting software?

Posted: Fri Nov 11, 2011 3:41 pm
by KevinW
Well there's the "Simba spreadsheet" (Google it).  If you can implement your simulation as a spreadsheet, that might work fine.

Re: Rebalancing/backtesting software?

Posted: Sat Nov 12, 2011 9:41 am
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

Re: Rebalancing/backtesting software?

Posted: Sun Nov 13, 2011 11:20 pm
by beafet
Etfreplay.com allows you to backtest some ETFs.

Simba's worksheet was just for Vanguard funds, I thought?

Re: Rebalancing/backtesting software?

Posted: Sun Nov 13, 2011 11:54 pm
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.

Re: Rebalancing/backtesting software?

Posted: Mon Nov 21, 2011 8:42 pm
by MadMoneyMachine
Also check out ifa.com and all their tools. Lots of good backtesting. They use Dimensional Fund Advisors (DFA) funds.

Re: Rebalancing/backtesting software?

Posted: Wed Nov 23, 2011 9:53 pm
by gardnercr
I started a thread on the product I used when I was making choices for my perm port.

http://ezbacktest.blogspot.com/

Re: Rebalancing/backtesting software?

Posted: Mon Jan 02, 2012 4:19 pm
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/

Re: Rebalancing/backtesting software?

Posted: Thu Jan 05, 2012 12:06 am
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.