How to backtest with respect to interest rate change?
Author: replyxf123456
Creation Date: 9/16/2016 3:22 PM
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replyxf123456

#1

9/16/2016 3:22 PM

how to back test spy with respect to interest rate change? I didn't find the interest data in fidelity economical indicator.
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Eugene

#2

9/16/2016 4:09 PM

Backtesting with interest rates is static in Wealth-Lab as this is a fixed figure that doesn't change throughout the backtest. You can activate this built-in feature in Wealth-Lab's Preferences > Backtest Settings > Interest and Dividends. More information:

Margin Interest and Cash Balances

You can find interest rate in Multpl provider's data (part of MS123 Extra Fundamental/News Providers). The item name is "[mu] interest-rate". Check this out:

Multpl economic data provider
Multpl.com data provider request (be sure to read the whole thread)

Here's a possible idea as to how to incorporate these dynamic series into a backtest:

Interest rates when backtesting (untested)
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