<t>If you try downloading a lot of data via Excel you are reaching a limit that is calculated on a daily and monthly base. The Bloomberg DataLicense do not have that limit, but is still priced on a security base. When getting historical data for a universe of 5000 companies you get an invoice of mor...

<t>Hi Patrick,thank you for your response. Perhaps I described my problem not enough. I think you calculations are base on a monthly return. What I have are monthly values, but they contains the return for about 12 or 7 months (separate tabs).For 12 months your formula for annual return shows 7.6%. ...

<t> Hi,I think the performance depends on the interaction between the threads. Sometimes the overhead for multithread is much higher than the benefits. It would be easier, if the work could be splitted into parts.Example: Searching in a file. With two thread the file could be splitted and each threa...

<t>Hello,I am doing some backtesting for single factors at the moment. At this moment we are not working with a complete set of tools. All I have at the moment is a csv file containing the returns of a buy & hold strategy. Hold takes 12 months. Tests are monthly and the date show the starting po...

<t>Hi,building a system like this is not as easy as it seems at the first look. My last information is that MySQL supports transactions. At least I am using them without any problem in a backtesting db. We are using Java with plugins in Eclipse ;-)Hibernate is the other problem. On a first look it s...

<t>Hi,we just try to started an evaluation of Clarifi for backtesting. Because they have a lot of prerequisites (Remotecontrol of the installed workstation) we decided to stop.As I could see it was developed in Java. The apllication was userfriendly, but quite complex. The architecture was not realy...