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Howard,
I want to learn a little about significance testing for non-normal distributions ... where should I look i.e. what N-N method is most relative to trading distributions?
(I think you recommended some before but I am sorry to say I didn't make notes).
Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, Howard B <howardbandy@xxx> wrote:
>
> Hi Brian, and all --
>
> You wrote:
> "There are at least five points in Keiths post.
>
> The one that I recall you making previously is in agreement with Keith when
> he said:
>
> >snip< If I have a system with good OOS performance, why should I care what
> the IS performance is? >snip<
>
> AFAIK you haven't commented, in this forum or your QTS, on the other points.
>
> I will assume that the above point is the one you are re-endorsing."
>
>
> ----------------------------------------
>
>
> Yes, that was the point I was re-endorsing.
>
>
> I am not planning to comment on all the comments.
>
>
> If there are is something that someone specifically wants me to comment on,
> please write a _short_ posting asking the question very _clearly_, and make
> it clear that the question is to _me_.
>
> Thanks,
> Howard
>
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