I am very excited to announce my first (public) package (and the second package I’ve ever written, the first being unannounced until the accompanying paper is accepted). That package is MCHT, a package for bootstrap and Monte Carlo hypothesis testing, currently available on GitHub.
It’s been a long time since I’ve written a blog post. As I have written previously, I intentionally scaled back on my blogging. I didn’t want to scale back to the point that I have not written a post since July. But my life has been busy lately, a topic that may be the subject of a future post (for those who care about what goes on in my life). Continue reading
I spent good chunks of Friday, Saturday, and Sunday attempting to write another blog post on using R and the quantstrat package for backtesting, and all I have to show for my work is frustration. So I’ve started to fall out of love with quantstrat and am thinking of exploring Python backtesting libraries from now on.
Here’s my story…