Monday, December 31, 2012

Version 1.5.7 released

New version is out, click at site to download.

What's changed?

A quick bug fix: when comparing portfolios with same equity symbols entered with different letter case - failed to compare.

Happy New Year!

Friday, October 5, 2012

Releasing version 1.5.6

Quick bug fix in this version: when an equity in a portfolio has a history which didn't expand beyond current year, failed to compare portfolio to others.

Cheers!

Friday, September 14, 2012

Version 1.5.5 is out, just tell it what's the risk free yield to affect Sharpe measurement

Talk about an evolution. It started with a temporary glitch on Yahoo!Finance which forced me to revert to a default yield value, and allow alternative real world result for the "risk free yield" being used to measure Sharpe. And then I was asked over on email: well, why not let us pick the yield? It will allow better Particle-Swarm optimization, and will allow meager results to be disqualified as negative Sharpe.

Download on this site, version 1.5.5 is out.

Cheers!

Monday, September 10, 2012

New version out: 1.5.4, resolving Sharpe calculation issue

Up until now, Sharpe calculations were based on the reported yield of the ETF SHV, representing short term treasury bonds. The value was downloaded from Yahoo!Finance.

Well, today I noticed that the download results for this ticker right now report N/A on the yield (the html page still has a value). Which brings me to today's version providing our users with two options:

a. If the value is missing or can't be downloaded at the time, it will be assumed as 0.2 - allowing both Sharpe calculation per back-test session, and allowing comparing portfolios

b. The users can now choose to use a different ETF ticker to consider its dividend yield as the risk free return value. So, if you manage to find a risk free investment out there today that's safer than SHV... and is not 0 in yield - be my guest.

Download from this site on the download page or click on the snapshot on the right column of the blog.

Cheers!

Friday, September 7, 2012

The tool for Sharpe evaluation!

I've been tracking recent traffic and was happy to see new users being introduced through a great article on SeekingAlpha.com: mREITs I Am Buying With The Proceeds Of My mREIT ETF Sale

Investors, this is the tool for you - those who seek offline tool to evaluate their current, and future investment options.

It's free, and it's yours, and every comment and request by user makes it even more valuable.

Cheers!

Friday, August 17, 2012

Gaining popularity?


Ezbacktest got 379 downloads last week, climbing to #9 in Accounting & Billing on CNet's Download.com

I don't have a real counter of a number of users out there, and downloads happen from different sources, including this blog. I'm sure that as more people get to try it out, more suggestion and requests will allow me to further refine and advance the feature-set.

Cheers!

Thursday, August 9, 2012

EzBacktest reviewed by CNET, rated Outstanding, 4.5 stars, labeled "fun"

Read it here:

Ezbacktest: CNET Editor's review

Choice quote:
EzBacktest is easy to use, fast, and (best of all) free. It's fun to play around with, too, if you like that sort of thing. We do!

Don't miss out, try it out today!

Thursday, July 19, 2012

EzBacktest featured on AAII.com

An excellent article, and a very welcome exposure to EzBacktest on "American Association of Individual Investors":

AAII.COM: Featured Download, EzBacktest 1.5.3

Also, I'm pleased to have noticed that several free download sites have updated to the latest version of the software, without my involvement in notifying them of change. Interesting...  

Download latest version at Softpedia or FreewareFiles

Cheers!

Sunday, July 8, 2012

New version 1.5.3

This version resolves a new bug, where when trying to test over the weekend, would become stuck just before displaying graph.

To download, go to the download page or click on the right column.

Cheers!

PS. You can now export graph data to Excel or other compatible software as csv files...

Sunday, June 10, 2012

Version 1.5.2 released

With a few bug fixes, and some more "Simple Moving Average trader" options.

Click on the right column download picture or the download page...

Cheers!

Sunday, April 22, 2012

Version 1.5.1 Released

Version 1.5.1 allows you to pick a specific start date in addition to the existing ability of picking how many months to tests.

Download from this blog on the right panel or from the download page.

Cheers!

(clicks on donate! greatly appreciated)

Thursday, April 5, 2012

About Particle Swarm Optimization, Part II

I did not elaborate as much as I should have in the previous post, and some people had good questions, which I hope the following will clarify:

1. Optimization is performed over the "Months to test" period - so different periods provide different results and yield different time to completion due to more work to be done.
2. The initial positions do take effect. The algorithm uses the following initial particles:
a. The current portfolio
b. 5 First equities at 100% allocation each.
c. The rest of the particles are random allocations

This means that
a. Results will differ between times the optimization is run.
b. A result can only provide a better sharpe then your current allocation

Cheers!

Wednesday, April 4, 2012

(Fixed!) Free download, using a free ftp host... which isn't running right now

Apologies,  the free service I use to host the installer for the software is currently down. You can either download directly from Download.com - or wait until they bring it up, it's out of my control right now.

Anyone has a good suggestion for another free FTP host?

UPDATE: Added free download via my internet provider, users should be able to download latest version from this site again.

Saturday, March 31, 2012

What is 'particle swarm optimize sharpe'?

A little known feature of EzBacktest is available from the Edit menu and is called 'particle swarm optimize sharpe'.

This feature allows utilization of the famous AI algorithm called 'Particle Swarm Optimize' to run through several different computer generated portfolio allocations for a given set of equities seeking the best Sharpe available.

To run this, create a new or edit your existing portfolio and from the Edit menu, select 'particle swarm optimize sharpe'. Hit cancel at any time or wait for a while to seek an even better optimized returns. You can track the progress and best result yet at the status bar.

A quick shortcut, is to click F6. Speaking of shortcuts, F5 will run a back-test, and F8 will distribute the allocation equally (losing your optimization of course).

This tool, along with your own knowledge, experience and intuition will allow you to further examine your investment options!

Cheers!

Monday, March 26, 2012

My hotmail account was hacked

Apologies to whomever got an email from me today - while I myself was actually offline. 

Isn't hotmail fun? This keeps happening to people, over - and over - and over.

Sivan

Sunday, February 19, 2012

New release 1.5.0 with SMA trader simulation

I'm happy to announce my latest release of EzBacktest with SMA trader simulation.

From the tools menu, select "SMA trader simulation". This new tool will buy and sell stocks from a portfolio individually based on each stock's simple moving average signal. Each investment purchase or sell is of the entire position, of the allocated percentage or as much cash is available that day (if any). The result graph shows which days buy and sell activities happen at which equity.

Download from this site on the "download" page. Do support further development! Paypal is a click away...

Cheers!

Monday, January 16, 2012

EzBacktest 1.4.4 released

This version resolves a bug with "Cost Average Simulation" when the initial investment equals 0. Cheers!