Backtest – Back-Testing Tool for European Passive Investors
Backtest – Back-Testing Tool for European Passive Investors
I regularly write on my personal blog, where I do research into my portfolio of index ETFs. For instance, I dived deep into the past performance of my portfolio, or investigated its historical Sharpe ratio. All that required me to find the historical data of the indexes in my portfolio and run simulations on them. For lack of a better tool, I wrote my own simulation software in the form of a web app. Now, that simulation software went through a couple of iterations and got more and more powerful as I extended it for my needs. Finally, I decided it had enough value to release it for others. I first published it on Reddit a month ago, through which I got a lot of feedback and many requests to add additional funds. Now I'm curious what the HN crowd thinks of it! I'm still actively developing the tool so all feedback is super useful to guide the development. Cheers! Yoran
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