Implement ability to perform a rolling simulation backtest which graphs the average yearly return for each start day in the past vs a chosen index. This would literally run the simulation once for every possible start date available, determine the average yearly return for the simulation for that day, and graph against the average yearly return if you had invested in the chosen index on that day instead.
Results: Total score: 9 , # of Votes: 3 , Average: 3.0
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Requested by: egable
On date: 07/26/14
Category: Simulation

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