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Tal Fishman
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How to backtest a convertible bond arbitrage strategy in R

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)?

Tal Fishman
  • 13.6k
  • 7
  • 64
  • 112