This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R. The impetus for this series started with this tweet by Jared Woodard at Condor Options. After Soren Macbeth introduced us, Jare...

This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R. The impetus for this series started with this tweet by Jared Woodard at Condor Options. After Soren Macbeth introduced us, Jare...

This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R. The impetus for this series started with this tweet by Jared Woodard at Condor Options. After Soren Macbeth introduced us, Jare...

Although I use Excel all the time, and I strongly encourage my students to use it for performance analysis and CaP, I was forced to include a warranty disclaimer in my GCaP book because I discovered a serious numerical error while writing Appendix B. There, my intention was just to show that Excel gives essentially the same results...