The Idea Farm “Excel Quant Backtester” is an Excel file.
It contains an “Input” page, enabling users to manipulate certain variables as you can see below (we include instructions).
You can choose your own inputs, or use those of a number of famous money managers and endowments. We provide the following allocations:
- 60/40
- Global 60/40
- Risk Parity
- All Seasons
- Permanent
- Global Permanent
- GMP
- GAA
- Arnott
- Talmud
- Marc Faber
- Tobias
- 7Twelve
- Bernstein
- Ivy
- QTAA 13
- El-Erian
- Buffett
- Swensen
- Swedroe
- Trinity 34% Trend
- Trinity 50% Trend
- Endowment w/ Alts
- Harvard w/ Alts
- Yale w/ Alts
- Average Endowment w/ Alts
- Rick Ferri’s Lazy Three Fund Portfolio
- Rick Ferri’s Lazy Four Fund Portfolio
- Bill Schultheis’ Three-fund portfolio
- Bill Schultheis’s “Coffeehouse” portfolio
- Gibson Four Asset Classes
- Gibson Five Asset Classes
- Alpha Architect ROBUST
- Merriman Ultimate Buy and Hold
- Bernstein Coward’s (Smart Money) portfolio
- John Wasik Nano Plan
- Ted Aronson Family Taxable portfolio
- Alexander Green Gone Fishin’ portfolio
- Frank Armstrong Ideal Index portfolio
Given your chosen inputs, the Quant Backtester will then produce the results of your allocation. Below are some select tables and charts from a sample allocation.
