Test data
On 28 September 2011 at 10:14, Worik Stanton wrote:
| I am about to generate some data to test some technical analysis functions. | | I expect I am not the first! Has anybody some advice about where to | look for some data sets? | | What I need, naturally, is pairs of series, input and output. I expect | I can roll my own without too much difficulty but... As so often, Pat Burns has already been there and done that. See this Patrick Burns. "The Technical Analysis Challenge" (pdf) This draft: 2003 October 07 Abstract: We report on a study of the ability of analysts to distinguish an actual price series of an equity from random alternatives. Virtually all of the statistical tests on the results support the hypothesis that no skill was exhibited in selecting the correct response. Many of the analysts were extremely over-confident about their ability to select correct answers. The one area where it seems skill might have been exhibited is in the selection of correct answers that happened to be far from the random choices. Pointers to the graphs and data for the test, results of the participants, and so on can be found here. Instructions for using the data in R are in R for the Technical Analysis Challenge. from the page at http://www.burns-stat.com/pages/working.html where you can find links to paper(s), code and data. Hope this helps, Dirk | cheers | Worik | | -- | The hippies were right | | _______________________________________________ | R-SIG-Finance at r-project.org mailing list | https://stat.ethz.ch/mailman/listinfo/r-sig-finance | -- Subscriber-posting only. If you want to post, subscribe first. | -- Also note that this is not the r-help list where general R questions should go.
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