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backtesting tool for S&P 500
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aaron0x/rearview
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Rearview is a backtesting tool for S&P 500. I saw a investing article, it said you can invest 3 hundred thousand in S&P 500, after 10 year past, your investment will worth 6 hundred thousand by the long term rate of return. So I write this program to check the idea, inflation considered, by historical data. This program takes each day as starting point, and see whether the idea can keep your capital growth enough to defense inflation in a period of time. You can download historical data from yahoo finace, it's a csv file. Usage: 1. your capital is 160000 2. cost of live is 10000 3. inflation rate is 1.015 4. expecting to trading once per 10 years 5. hoping your capital won’t depreciate during 5 trading go run main.go -c 160000 -l 10000 -i 1.015 -y 10 -r 5 success 414, failed: 8768, N/A: 8239, successful rate 0.045088 The idea works in 414 days, fail in 8768 days, N/A 8239 days (no enough data), the successful rate is 0.045088 (success/(success+failed)) Have fun!
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