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Old 10-04-2009, 08:18 PM   #1

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Portfolio Backtesting

Hi

I am new to the forum and looking for suggestions on a tool (preferably available free on the net) to backtest portfolios (atleast last 20 years) - preferably having what-if options.Any pointers would be really helpful.

Thx
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Old 10-04-2009, 09:43 PM   #2

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Re: Portfolio Backtesting

MultiCharts can do portfolio backtesting... and it is fast too (you need that if you are going to backtest 20yrs)

but it is not free

(well, it is free for 30 days... if it helps)
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Old 10-04-2009, 09:49 PM   #3

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Re: Portfolio Backtesting

Quote:
Originally Posted by Tams »
MultiCharts can do portfolio backtesting... and it is fast too (you need that if you are going to backtest 20yrs)

but it is not free

(well, it is free for 30 days... if it helps)
Last time I checked you can only backtest 100 symbols in the porfolio. If you want to backtest more, you have to buy the "Pro" version for $9,900 (Yes, $10K!). Amibroker can do the same for a fraction of the cost.
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Old 10-04-2009, 10:00 PM   #4

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Re: Portfolio Backtesting

I thought the 100 sym is an IB limit.
(to be confirmed)

You can get more sym from IB if you trade volume. (or pay a fee)
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Old 10-04-2009, 10:38 PM   #5

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Re: Portfolio Backtesting

Quote:
Originally Posted by Tams »
I thought the 100 sym is an IB limit.
(to be confirmed)

You can get more sym from IB if you trade volume. (or pay a fee)
You can check with them to confirm, but I have an e-mail from Dennis saying that they have no plans to increase the limit in the "regular" version. One of the many narrow minded things they are doing over there imo.
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