Jump to content
  • 0

Easy Modelling of Historic data Watch List performance


rembo

Question

I have what I would think is an easy problem - how to get a report or chart of past performance for a particular watch list. I'm not sure if there is some easy way to do this via watchlist and charting functionality within the platform, or if I need to be looking at APIs/IG lab or whatever.

Alternatively, is there an easy way to download daily closing price data for the stocks in a watch list? Then I could just do the modelling in excel.

For example, I have two watchlists I've created -

The first one is of seven stocks from which I will be trade once a month, and I want to see how an equal value allocation across all 7 stocks would have performance over say the past 7 years (eg. plot to the total value of a model portfolio based on daily closing price if I'd invested $1,000 in each of the 7 stocks seven years ago). And going forward I'd like to use a similar equal value allocation model (rebalanced each month) as a benchmark against which I could compare my actively traded portfolio (that allocates to a subset of 2 of these 7 stocks each month).

The second example is where I have an allocation of stocks in a watch list I'd like to backtest performance of a particular allocation eg. Set the initial allocation and rebalance to that value allocation annually and see how it would have gone over the past 7 years or whatever time period.

eg. If I have the following watchlist and want to see how it would have performed with a particular asset allocation eg. 

7.5% BetaShares Commodities Basket ETF - Currency Hedged (Synthetic)

7.5% ETFS Physical Gold - GOLD

40% SPDR Portfolio Long Term Treasury ETF

15% iShares 7-10 Year Treasury Bond ETF

30% Vanguard Total Stock Market Index Fund ETF Sh AE - VTI

  •  
Link to comment

0 answers to this question

Recommended Posts

There have been no answers to this question yet

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
  • General Statistics

    • Total Topics
      21,278
    • Total Posts
      90,906
    • Total Members
      41,390
    • Most Online
      7,522
      10/06/21 10:53

    Newest Member
    stephenxyz
    Joined 06/02/23 14:41
  • Posts

    • Charting the Markets - February 6, 2023 FTSE 100, DAX and S&P 500 tiptoe lower following strong US jobs report. EUR/USD and GBP/USD are topping out while EUR/GBP rallies. And gold, Brent crude, and natural gas head lower, as payrolls strengthen the dollar.                         This is here for you to catch up but if you have any ideas on markets or events you want us to relay to the TV team we’re more than happy to.
    • Natural gas has been in a consistent downtrend over recent months, and Joshua Mahony expects to see this decline continue. Josh therefore favours a short position, with a stop-loss at 2630 and target of 2232. He also looks back at the recent EUR/USD, USD/JPY, aluminium, and USD/CAD trades. Joshua Mahony | Senior Market Analyst, London | Publication date: Monday 06 February 2023           
    • What do we now know about the economic outlook given the meetings this week at the Federal Reserve (Fed), Bank of England (BoE) and European Central Bank (ECB)? IGTV’s Jeremy Naylor caught up with foreign exchange analyst Richard Snow, from Daily FX, who discussed the potential continuation of the long EUR/USD trade. Jeremy Naylor | Writer, London | Publication date: Friday 03 February 2023   
×
×
  • Create New...