Standard Backtests for Technical Trading Rules in Financial Data CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) Five 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 - Parameter Domain Correlation Test Software Depends: fTrading, TTR David St John <dstjohn@math.uic.edu> David St John GPL (>= 3) 2011-08-16 application/tgz http://CRAN.R-project.org/package=ttrTests