ttrTests
1.7Standard Backtests for Technical Trading Rules in Financial Data
Overview
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
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- Examples that run
- 100%
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- Return-value docs
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- References docs
- 81%
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Code & Tests
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People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 3.1.0 released · 2014-04-10
- orphanedOrphaned by its maintainer2013-08-08the maintainer address bounces
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- 1.72011-08-15 · diff ↗
- 1.62011-08-13 · diff ↗
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- 1.52010-03-03 · diff ↗
- 1.42010-01-19 · diff ↗
- 1.32009-12-30 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 1.22009-09-28 · diff ↗
- 1.12009-09-01 · diff ↗
Show 2 earlier events
- 1.02009-08-15
- RR 2.9.0 released · 2009-04-17
Package metadata
- Total releases
- 8
- License
- GPL (>= 3) OSI
- Bundled data
- 5.4 KB / 1 file
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