Re: [R] Trading Strategy and Bootstrap

On Thu, Dec 10, 2015 at 4:30 PM, Schiele, Erik wrote: > Hi, > > I'm beginning to fool around in R for trading strategy purposes. To keep it > simple, I have only played with stock data at this point. > > I have created a simple trend following strategy (in blue). Given my > statistical backgroun

[R] Trading Strategy and Bootstrap

Hi, I'm beginning to fool around in R for trading strategy purposes. To keep it simple, I have only played with stock data at this point. I have created a simple trend following strategy (in blue). Given my statistical background, I am attempting to bootstrap the results and table the same par