[Blotter-commits] r1689 - pkg/quantstrat/sandbox/backtest_musings

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2015-06-10 11:37:03 +0200 (Wed, 10 Jun 2015)
New Revision: 1689

Modified:
   pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd
   pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.pdf
Log:
- update public repo with minor edits from UW CFRM561


Modified: pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd
===================================================================
--- pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd	2015-05-28 15:58:53 UTC (rev 1688)
+++ pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd	2015-06-10 09:37:03 UTC (rev 1689)
@@ -1573,9 +1573,9 @@
 strategy which adds and reduces positions around some carried inventory.  In 
 these cases constructing resampled returns that are statistically similar 
 to the original strategy is very difficult.  One potential choice it to make
-use of the "increased to decreased" trade definition methodology.  If you are
+use of the "increased to reduced" trade definition methodology.  If you are
 considering only one instrument, or a series of independent instruments, 
-the increased to decreased methodology can be appropriately applied.^[one of the
+the increased to reduced methodology can be appropriately applied.^[one of the
 only cases in which a FIFO style methodology provides useful statistical 
 information] 
 
@@ -1716,4 +1716,4 @@
 
 ___
 
-# References          
\ No newline at end of file
+# References          

Modified: pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.pdf
===================================================================
(Binary files differ)