# Backtesting in Excel and R

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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, Jared suggested backtesting a simple DVI strategy in Excel and R.**FOSS Trading**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

The three-post series will show you:

Since I know next to nothing about testing strategies in Excel, I will be writing posts 1 and 3. Jared was kind enough to create the Excel framework for post 2, but did not have time to devote to a full post. Thankfully, Damian Roskill has agreed to write post 2 using Jared’s Excel file.

Hopefully this will be a useful example for those of you who currently use Excel but would like to explore how to use R.

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