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My understanding of the t-test is that it is used to determine if you have
enough sample points for your desired level of precision.
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of erc90
Sent: Sunday, September 30, 2007 1:03 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Evaluating a Trading System's Chance for
Success
How do I test the likelihood that a system will repeat itself in the
future? Moreover, how can I identify when a successful system begins
to fail and breakdown? To find the answer to these two questions, one
must understand basic inferential statistics. I however have hit a
brick wall in my analysis.
Does anyone have experience using t-tests to improve the likelihood
that a system will be successful in the future?
I've moved beyond trying to optimize my system for total returns. I'm
now trying to optimize my system so that it has a high chance for
success.
I would appreciate any suggestions one might provide!
Eric
[Non-text portions of this message have been removed]
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