Hi there, I am interested in backtesting VOO (Vanguard): 1. What platform would be most advisable? (I have access to a programmer) 2. Where is the best (yet cost effective) place to acquire EOD VOO data? I am backtesting on the daily timeframe (hold position for 3-4 months) Thank You, IWDI
For a single ETF, id just grab from yahoo. Can export to a csv. Depending on how simple your idea is, Excel be easy enough. Any programming language be simple enough and free. I use Amibroker myself but that’s more because of portfolio level backtesting and charting.
You could test SPY instead of VOO. Both track the S&P 500 but SPY is much more liquid and has a much longer history (start date of SPY was 1993-01-22 and VOO was 2010-09-09). If you don't want to test SPY because it is a UIT (unit investment trust) instead of an ETF (exchange traded fund), you could consider IVV which also tracks the S&P 500, is more liquid than VOO and has a significantly longer history (start date of IVV was 2000-05-15).