Five core functions evaluate the efficacy of a technical trading rule. - Conditional return statistics - Bootstrap resampling statistics - Reality Check for data snooping bias among parameter choices - Robustness, or Persistence, of parameter choices - Parameter Domain Correlation Test
| Version: | 1.7 |
| Depends: | fTrading, TTR |
| Published: | 2011-08-16 |
| Author: | David St John |
| Maintainer: | David St John <dstjohn at math.uic.edu> |
| License: | GPL (≥ 3) |
| In views: | Finance |
| CRAN checks: | ttrTests results |
| Package source: | ttrTests_1.7.tar.gz |
| MacOS X binary: | ttrTests_1.7.tgz |
| Windows binary: | ttrTests_1.7.zip |
| Reference manual: | ttrTests.pdf |
| Old sources: | ttrTests archive |