White Reality Check (Scripts) Publisher's description
from Arnout Tilgenkamp
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