[R-SIG-Finance] A good backtesting package ??
n-e-w at qtradr.net
Sat Oct 20 18:51:52 CEST 2012
A degree in computational statistics should be a helpful start.
On Oct 20, 2012, at 11:06, jaimie villanueva
<jaimie.villanueva at gmail.com> wrote:
> Hi R users
> I'm running simulations of an index's returns (lets say S&P 500) and I
> wonder of how good are the simulations.
> I thought that a good way to check It is performing a backtesting but I'm
> a begginer in this issue so I don't know how to do it?
> Could anyone recommend me a good backtesting function (or package) ??
> Thanks in advanced.
> [[alternative HTML version deleted]]
> R-SIG-Finance at r-project.org mailing list
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
More information about the R-SIG-Finance