I’m not sure why I didn’t do this before now, but I’m going to try and make a simple asset allocation backtest Excel sheet available to the readers of The Idea Farm. I’m trying to figure out how to hide and lock the data in Excel to avoid any issues etc. But the goal is to have a simple buy and hold and tactical backtester available like Shiller’s download from his site. I was going to do it as a website but want to see what sort of interest there is first…
It will include:
-5 – 20 basic asset classes (US Stocks, Foreign Stocks, Bonds, REITs, Commodities)
-ability to backtest any buy and hold strategy
-ability to alter the % allocations to create any basic allocation
-ability to backtest simple moving average strategies
-ability to backtest relative strength & momentum strategies
-ability to combine trend and momentum strategies
-ability to alter cash management strategies
-(maybe) ability to expand with as many asset classes as users want
– (maybe) create a forum where users can interact and improve upon the simple sheet in any manner they choose.
So, sign up this week to The Idea Farm so as not to miss out! I’ll send out the excel in a week or two once it is setup.