Comments on Wharton Portfolio Backtester

Wharton Portfolio Backtester

wyher — Tue, 22 Jul 2008 13:07:29 GMT

wyher posted a reply (0:03):

Love the music.

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:53:25 GMT

bendystraw posted a comment (1:00):

represents the portfolio upper and lower boundaries as of the test's last resort period

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:52:27 GMT

bendystraw posted a comment (0:42):

take the securities that meet the screening criteria and divide them into portfolios

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:50:52 GMT

bendystraw posted a comment (0:32):

for this test, we will include only securities with market capitalizations falling in the bottom half of all securities

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:50:08 GMT

bendystraw posted a comment (0:28):

define the universe of available securities

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:49:38 GMT

bendystraw posted a comment (0:14):

devise an investment strategy via the wizard interface

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:48:42 GMT

bendystraw posted a comment (0:03):

get ready for the new Learning Lab logo

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:48:04 GMT

bendystraw posted a comment (0:02):

WRDS has been a fantastic group to work with

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:45:59 GMT

bendystraw posted a reply (0:50):

perhaps there was some editing involved

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:44:52 GMT

bendystraw posted a comment (0:03):

needed some good cocktail hour music--hopefully dave brubeck will forgive us

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:43:56 GMT

bendystraw posted a comment (1:40):

big crescendo for the Excel export

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:43:28 GMT

bendystraw posted a comment (1:28):

whoa--that is one trippy graph!

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:42:54 GMT

bendystraw posted a comment (1:10):

ted did the zoom--i think it's pretty nifty

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:42:06 GMT

bendystraw posted a comment (1:01):

portfolio correlations

Wharton Portfolio Backtester

bendystraw — Thu, 17 Jul 2008 18:41:18 GMT

bendystraw posted a comment (0:50):

does it really run that fast, or did you do some creative editing?

Wharton Portfolio Backtester

remurphy — Thu, 17 Jul 2008 18:41:03 GMT

remurphy posted a comment (0:0-1):

Great simulation! I love how you set the demo to music - very theatrical. Backtest the musical!