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by GCawley
Tue Jul 15, 2003 9:30 pm
Forum: Testing and Simulation
Topic: Stat analysis of curve-fitting
Replies: 16
Views: 12157

Measure of Curve Fitting

There was a third party program for TradeStation named Investor's Reality Check. I don't know if it is still sold or supported. Essentially, it was a very sophisticated, bootstrapped form of a statistical p-test, which, given a benchmark, measured the probability that the backtested results were due...