htso/PBO: Probability of Backtest Overfitting
Estimate the Probability of Backtest Overfitting according to Bailey, Borwein, Lopez de Prado, Zhu (2016).
Getting started
Browse package contents
Package details |
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| Author | Horace W. Tso |
| Maintainer | Horace W. Tso <horacetso@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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