Geoff, Have you studied Buffett's stocks that he got rid of? There must be something to be learned from an analysis of his sold positions. Last year, for...
Hi Geoff, Some time ago you mentioned that you were going to release a Performance Attribution module (a holding screeing comparator metric) in the near future...
I've mentioned this before, so I'm probably wasting time and being annoying by asking it again. Anyway, I have a significant portion of my portfolio in the...
investor952, You bring an interesting point. It looks like in QPP everything is hanging upon the prediction of future return. If you are correct then only...
Ata said that investment risk and volatility are different and that QPP assumes that they are the same, with regard to the estimate of probability of failure...
Ken: Great idea for an analysis--I've been thinking about it all weekend. I will look into compiling Buffett's sell record and how QPP views these sells. ...
I strongly support this post. I am based in Europe, and I have several mutual funds not found in yahoo, I will love to able to incorporate these data even if I...
I have a solution to this, but you have to do some things that sort of break the operation of QPP. You paste stuff over what the program gets from Yahoo. This...
... sort of ... gets ... QPP. ... blessing ... Bill: Good idea for a manual tweak. This will work fine, so long as you are very careful about getting the...
<http://www.lclark.edu/faculty/schleef/objects/FSReview_schleef_eisinger\ .pdf> I recently was pointed to the following study on portfolio survival rates: ...
Couple things to remember: The tab S1 is for your first equity, whatever data you replace here will end up overwriting what was assumed to be your first...
I was getting frustrated trying to run solver within QPP, so I built a very basic optimizer that can be used with inputs that you paste from QPP. It doesn't do...
I forgot to post the basic instructions... Doohh!!! Run the QPP with the tickers that you want to use in order to get estimates for return, standard deviation,...
I know I gotta be doing something wrong, but I can't get agreement between (1) correlations I get using Excel with downloaded Yahoo data and (2) QPP reported...
QPP uses monthly closing prices, adjusted for dividends and splits from Yahoo. Please note that QPP is correlating RETURN not price. Are you correlation...
Yeh Geoff, I was simply running a correlation in Excel between two columns of price data (representing VIPSX and VTSMX) downloaded from Yahoo. Can you clarify...
Okay-that explains it. In Finance, you should never correlate prices--always returns. Returns, in this case are: Return = (P(t+1)-P(t))/(P(t) Where t is time...
Well, thanks very, very much for the information and education Geoff. I now get the same solution in Excel that is shown in QPP. As I once heard: "It's not...
Hi, I am new to the package, and have been experimenting. I have a question about a difference I see between page 5 and page 6, and am wondering as to the...
Magnificent - absolutely magnificent. Thanks Bill (and Geoff) for this solution. I haven't had a chance to try it yet, but will do so and report back...
Hi there: The projected percentiles by time horizon specified by the user has an approximation such that it is not ideal for long time horizons. For one year...
To Bill Welch and Geoff particularly: I successfully incorporated TIAA Real Estate data into QPP per your guidance. No problems, but it is essential to be...
Further information that might help. On the sheet where I entered the TIAA Real Estate data, the value reported for Average is 11.53. This value is sensible,...
I am guessing that the problem is somehow in the process of getting the FORWARD returns. What is the standard deviation of the historical returns? Try this....
Geoff- Sent to you via forum email, as requested. One question. I guess I didn't realize that the returns shown for each asset on the Portfolio Report page...
Your data is too perfect. You mentioned in the other thread the following:"This account represents direct ownership in mostly commercial real estate and does...
Bill- Thanx for your observations. I concur that is what is probably going on. The SD is so low that QPP forecasted returns are low also - in the range of a...
I agree with your general conclusions. An annual SD of 2% is very low--especially for a real estate fund. Going forward, there would have to be a massive...
Yeh Geoff- TIAA reports the annualized SDs for 1,3,5,7, and 10 years as 1.68, 1.84, 1.92, 1.74, and 1.67 respectively. Return for 1,3,5, and 10 years has...
This whole discussion prompts a broader question ... Suppose I found a fund that had been formulated using QPP. The fund manager selected low correlation...
