Hi all, I am wondering whether anyone is familiair with the StepM test using the rwolf or rwolf2 command, and can give me an example of its usage? I have multiple trading strategies and am trying to figure out how to calculate the p-value of these trading strategies.
Here are some sources about this topic:
* https://journals.sagepub.com/doi/ful...36867X20976314
* https://www.damianclarke.net/computation/rwolf2.pdf
It would help me a lot.
Here are some sources about this topic:
* https://journals.sagepub.com/doi/ful...36867X20976314
* https://www.damianclarke.net/computation/rwolf2.pdf
It would help me a lot.
