(no subject)
Posted by
JEFFERSON DA CUNHA - LL on
Jun 05, 2002; 5:49pm
URL: http://quantlib.414.s1.nabble.com/no-subject-tp2074.html
Hi
I'm trying use bootstrap with candlesticks. First,
i test one strategy with two candles, one for buy, other for sale. After it, i
wold like bootstraping my serie (well, 25 series) more than 500 times and test
the same strategy, for find the significance.
Somebody can help me?
Thanks
Jefferson