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This video is
Screencast of a basic portfolio backtester used in investment classes.
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remurphy
2 months ago +1 + -Great simulation! I love how you set the demo to music - very theatrical. Backtest the musical!
bendystraw (0:50)
2 months ago 0 + -does it really run that fast, or did you do some creative editing?
bendystraw (0:50)
2 months ago 0 + -perhaps there was some editing involved
bendystraw (1:01)
2 months ago 0 + -portfolio correlations
bendystraw (1:10)
2 months ago 0 + -ted did the zoom--i think it's pretty nifty
bendystraw (1:28)
2 months ago 0 + -whoa--that is one trippy graph!
bendystraw (1:40)
2 months ago 0 + -big crescendo for the Excel export
bendystraw (0:03)
2 months ago 0 + -needed some good cocktail hour music--hopefully dave brubeck will forgive us
wyher (0:03)
2 months ago 0 + -Love the music.
bendystraw (0:02)
2 months ago 0 + -WRDS has been a fantastic group to work with
bendystraw (0:03)
2 months ago 0 + -get ready for the new Learning Lab logo
bendystraw (0:14)
2 months ago 0 + -devise an investment strategy via the wizard interface
bendystraw (0:28)
2 months ago 0 + -define the universe of available securities
bendystraw (0:32)
2 months ago 0 + -for this test, we will include only securities with market capitalizations falling in the bottom half of all securities
bendystraw (0:42)
2 months ago 0 + -take the securities that meet the screening criteria and divide them into portfolios
bendystraw (1:00)
2 months ago 0 + -represents the portfolio upper and lower boundaries as of the test's last resort period