Since no one was able to answer my previous question, I am going to try to backtest a modern convertible bond arbitrage strategy myself (perhaps I'll report the results back here, if you're lucky :)). What suite of R packages should I use? Where can I get the data (free or cheap, preferably)?
How to backtest a convertible bond arbitrage strategy in R
Tal Fishman
- 13.6k
- 7
- 64
- 112