Backtester

An investment portfolio backtesting and optimization interface, Backtester was conceived by Professor Robert F. Stambaugh and developed by The Alfred West, Jr. Learning Lab. Backtester is a sophisticated application that enables you to test investment strategies over prior time periods by using real, historical stock return data. To create and run a backtest, simply:

1. Click the New Backtest button.
2. Fill out the required information in all three sections: Create a New Backtest, Security Universe, and Portfliios. Click the icon for detailed information on each section!
3. Click the Save New Backtest button.
4. Click Run Backtest on the Backtester Dashboard to execute the backtest. If you edit the backtest once it is created, you will need to re-run the backtest from the Dashboard.
5. On the Backtester Dashboard you can also modify existing backtests, browse charts, and download summary data.

You can reach Learning Lab support by emailing: learninglab@wharton.upenn.edu.