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jaymon0703 / mcblocksim.R
Last active April 26, 2016 22:31
Monte Carlo Simulation with Block Bootstrapping
# Record script start time ----------------------------------------
t1 <- Sys.time()
# Load required packages ------------------------------------------
library(quantmod)
# Build the function ----------------------------------------------
mcblocksim <- function(R, l){
# Read price data and build xts object