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Backtesting tool

Posted: Wed Sep 25, 2013 11:09 am
by Libertarian666
http://www.portfoliovisualizer.com/View ... sisResults

It includes the HBPP as one of the preconfigured choices.

Re: Backtesting tool

Posted: Wed Sep 25, 2013 11:19 am
by frommi
Nice thx. When it had data from 1900->now it would be perfect :).

Re: Backtesting tool

Posted: Wed Sep 25, 2013 11:24 am
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...

Re: Backtesting tool

Posted: Wed Sep 25, 2013 11:28 am
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. :)

Re: Backtesting tool

Posted: Wed Sep 25, 2013 12:46 pm
by Mdraf
The Most Rewarding Portfolio Construction Techniques: An Unbiased Evaluation

Interesting article comparing various uncorrelated backtested portfolios including the PP