Backtesting tool

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Libertarian666
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Backtesting tool

Post by Libertarian666 »

http://www.portfoliovisualizer.com/View ... sisResults

It includes the HBPP as one of the preconfigured choices.
frommi
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Re: Backtesting tool

Post by frommi »

Nice thx. When it had data from 1900->now it would be perfect :).
Libertarian666
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Re: Backtesting tool

Post by Libertarian666 »

frommi wrote: Nice thx. When it had data from 1900->now it would be perfect :).
I don't think the HBPP would be very meaningful before 1968 or so, when the gold price was fixed in US$ terms...
frommi
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Re: Backtesting tool

Post by frommi »

Libertarian666 wrote:
I don't think the HBPP would be very meaningful before 1968 or so, when the gold price was fixed in US$ terms...
I know but i don`t see the PP as the perfect asset allocation. Its only one that worked in the last 40 years. :)
Mdraf
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Re: Backtesting tool

Post by Mdraf »

The Most Rewarding Portfolio Construction Techniques: An Unbiased Evaluation

Interesting article comparing various uncorrelated backtested portfolios including the PP
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