braverock / braverock/quantstrat

Add Whites Reality Check

Open
#80 0 comments 0 reactions 0 assignees View on GitHub
enhancement
Dominant language
R
Stars
310
Forks
121
PR merge metrics
No merged PRs in 30d

Description

Add implementation of White's Reality Check.

Contributor guide

Open the contributing guide

Research direction

The issue names no files, tests, or entry points, so first inspect the R package structure and existing statistical or strategy-analysis functionality. Clarify the intended inputs, outputs, methodology, and validation before implementation; done means a documented White's Reality Check implementation with coverage for its expected behavior.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
fintech-quant
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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