Package: ttrTests
Type: Package
Title: Standard Backtests for Technical Trading Rules in Financial Data
Version: 1.6
Date: 2011-08-13
Author: David St John
Maintainer: David St John <dstjohn@math.uic.edu>
Depends: fTrading, TTR
Description: Four 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
License: GPL (>= 3)
LazyLoad: yes
Packaged: 2011-08-14 23:29:14 UTC; david
Repository: CRAN
Date/Publication: 2011-08-15 09:08:00
