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scripts default iconWhite Reality Check (Scripts) Publisher's description

This is a test used for significant performance

This is a test used for significant performance, while taking into account the data mining issue.

I have added the paper of Politis and Romano describing the bootstrap; the paper of White describing the test! These can also be found free of charge on the internet.

Finally I have added a paper where I am the co-author. This paper can only be found here, and it describes the use of the White reality Check for testing trading strategies for significant returns.

System Requirements:

MATLAB 7.13 (2011b)
Program Release Status: Major Update
Program Install Support: Install and Uninstall

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