Wharton Portfolio Backtester
Uploaded on Jul 17, 2008 / 83 views / 802 impressions / 16 comments
Description
Screencast of a basic portfolio backtester used in investment classes.
16 comments
bendystraw 0:42
take the securities that meet the screening criteria and divide them into portfolios
bendystraw 0:32
for this test, we will include only securities with market capitalizations falling in the bottom half of all securities
bendystraw 0:28
define the universe of available securities
bendystraw 0:14
devise an investment strategy via the wizard interface
bendystraw 0:03
get ready for the new Learning Lab logo
bendystraw 0:02
WRDS has been a fantastic group to work with
bendystraw 0:03
needed some good cocktail hour music--hopefully dave brubeck will forgive us
bendystraw 1:40
big crescendo for the Excel export
bendystraw 1:28
whoa--that is one trippy graph!
bendystraw 1:10
ted did the zoom--i think it's pretty nifty
bendystraw 1:01
portfolio correlations
bendystraw 0:50
does it really run that fast, or did you do some creative editing?
remurphy
Great simulation! I love how you set the demo to music - very theatrical. Backtest the musical!
bendystraw 1:00
represents the portfolio upper and lower boundaries as of the test's last resort period