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Lasky's t-test for Spear and Fixed Ratio

  • To: omega-list@xxxxxxxxxx
  • Subject: Lasky's t-test for Spear and Fixed Ratio
  • From: Mark Johnson <janitor@xxxxxxxxxxxx>
  • Date: Wed, 8 Sep 1999 17:56:12 -0700
  • In-reply-to: <199909090006.RAA10259@xxxxxxxxxxxxxx>

PureBytes Links

Trading Reference Links

 

Paul Lasky wants to perform a statistical t-test
on the output of CBO+betsizing for the two cases
(betsizing=FixedRatio) and (betsizing=Spear).

I have placed the raw test output data (warning:
750 Kbytes long!) on the web, available for
downloading. Please feel free to perform t-tests
or any other tests you like.  The URL is:

     http://www.mjohnson.com/trecipes/fr_vs_spear.xls