Method | BOOTSTRAP | Randomize the data differences by bootstrap with replacement. |
SHUFFLE | Randomize the data differences by montecarlo permutation. | |
DETREND | Detrend the data before randomizing, by subtracting the mean data difference. | |
Out | Array to be filled with the randomized data, or In for modifying the original array. | |
In | Array containing the original data. | |
Length | Number of elements of the In and Out arrays. |
var OriginalReturn = EquityCurve[Length-1]; var RandomizedReturn = randomize(BOOTSTRAP,0,EquityCurve,Length);