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White Reality Check 1.0

  Date Added: June 08, 2013  |  Visits: 181

White Reality Check

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This is a test used for significant performance, while taking into account the data mining issue.I have added the paper of Politis and Romano describing the bootstrap; the paper of White describing the test! These can also be found free of charge on the internet.Finally I have added a paper where I am the co-author. This paper can only be found here, and it describes the use of the White reality Check for testing trading strategies for significant returns.

Requirements: No special requirements
Platforms: Matlab
Keyword: Charge Coauthor Describes Finally Found Internet Reality Returns Strategies
Users rating: 0/10

License: Shareware Size: 2.23 MB
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