Code for various data snooping tests on financial time series.
The data snooping tests are
and two statistical tests
a, b, e ,f and g above were downloaded by me sometime over the last few years, and at the time of download they were freely available with no restrictions.
c and d were written by me. c is a very simple implementation of White's Reality check for a single test. d is an Octave .Oct implementation of the permutation test as detailed in
Another code source is the archived ttrTests package at
Also included are various papers on the subject of data snooping.