The GBA Workbench is a web based back-testing tool for systematic investment strategies. The Workbench includes daily end of day historic data and the ability to choose portfolios and parameters. All results and data are downloadable in CSV format, including current and historic instrument and portfolio weightings. Users have a choice of base currencies.
Garner Bennett Associates offer software only, not investment advice. The strategies are in the public domain and are neither designed by nor recommended by Garner Bennett Associates.
Strategies currently included in the GBA Workbench are as follows:
- Buy and Hold
- The Uniform Constant Rebalanced Portfolio – a benchmark
- Risk Parity Portfolio
- Minimum Variance Portfolio
- Targeted Risk Portfolio
- Sharpe Ratio Optimized
- Lazy Portfolios
- Fixed Proportion (eg the 60/40 approach)
- Random Weighted
- Random Selection
- Random Selection combined with Random Weighting
Currently planned additions include:
- Universal Portfolio (Thomas Cover)
- Minimum Correlation Portfolio (David Varadi)
- Varadi Minimum Variance Portfolio (David Varadi)
- Online Moving Average Reversion (OLMAR)
If you would like access please register your interest here.
Access to the GBA Workbench is currently without charge.