Four core functions evaluate the efficacy of a technical trading rule. Conditional return statistics, Bootstrap resampling statistics, Test for data snooping bias among parameter choices, and Robustness of parameter choices
| Version: | 1.2 |
| Depends: | fTrading, TTR |
| Published: | 2009-09-29 |
| Author: | David St John |
| Maintainer: | David St John <dstjohn at math.uic.edu> |
| License: | GPL (≥ 2) |
| In views: | Finance |
| CRAN checks: | ttrTests results |
| Package source: | ttrTests_1.2.tar.gz |
| MacOS X binary: | ttrTests_1.2.tgz |
| Windows binary: | ttrTests_1.2.zip |
| Reference manual: | ttrTests.pdf |
| Old sources: | ttrTests archive |