http://www.portfoliovisualizer.com/View ... sisResults
It includes the HBPP as one of the preconfigured choices.
Backtesting tool
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Re: Backtesting tool
Nice thx. When it had data from 1900->now it would be perfect
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- Executive Member
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Re: Backtesting tool
I don't think the HBPP would be very meaningful before 1968 or so, when the gold price was fixed in US$ terms...frommi wrote: Nice thx. When it had data from 1900->now it would be perfect.
Re: Backtesting tool
I know but i don`t see the PP as the perfect asset allocation. Its only one that worked in the last 40 years.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...

Re: Backtesting tool
The Most Rewarding Portfolio Construction Techniques: An Unbiased Evaluation
Interesting article comparing various uncorrelated backtested portfolios including the PP
Interesting article comparing various uncorrelated backtested portfolios including the PP