4 ms·

Thanks, that's most of why I built it. A US only backtest is one draw where you already know who won. This is 25 countries over 125 years, block bootstrapped wi

by nhootan 1mo ago

Thanks, that's most of why I built it. A US only backtest is one draw where you already know who won. This is 25 countries over 125 years, block bootstrapped with the domestic country resampled, so something like Japan after 1990 shows up.

bryanlarsen 1mo ago
Do you have Germany 1914 in your dataset? There's no safe withdrawal rate for that particular data point...
- nhootan 1mo ago
  The Germany's data is in since 1901, but there is a gap between 1922-1923, cause the underlying dataset, DMS, has no bonds data for that period.