White Reality Check 1.0

Date Added: June 08, 2013 | Visits: 305

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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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