GitHub - jaymon0703/Block-Bootstrapped-Monte-Carlo-Simulator: Monte Carlo function for inclusion into the Blotter package in R. The function uses tsboot to perform block bootstrapping of a time series of asset returns, whilst plotting a statistic (most likely maxDrawdown but potentially a user-defined function in later versions) onto a histogram for comparison with original time series.

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Monte Carlo function for inclusion into the Blotter package in R. The function uses tsboot to perform block bootstrapping of a time series of asset returns, whilst plotting a statistic (most likely maxDrawdown but potentially a user-defined function in later versions) onto a histogram for comparison with original time series.