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Add bootstrap to gain confidence in perf stats #208

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twiecki opened this issue Nov 16, 2015 · 2 comments

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enhancement help wanted

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twiecki commented Nov 16, 2015

All perf stats like Sharpe should be computed along with a bootstrap analysis to get a sense of uncertainty.

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twiecki commented Nov 16, 2015

https://en.wikipedia.org/wiki/Bootstrapping_(statistics)

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ENH Bootstrap analysis #261

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twiecki closed this as completed

Contributor Author

twiecki commented Jan 5, 2016

Closed by #261

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