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.
The three-post series will show you:
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.
8 hours ago