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Can you explain in plain english please...? What is it you're implying one
should trade, or not trade???
Thanks
Gwenn
| -----Ursprungliche Nachricht-----
| Von: Paul H. Lasky [SMTP:phlasky@xxxxxxxxxxxxx]
| Gesendet am: Thursday, September 09, 1999 10:54 PM
| An: Omega-List@xxxxxxxxxx
| Betreff: Betting Schemes: Fixed Ration vs. Spear
|
| Mark Johnson and all interested in betting schemes:
|
| Thanks Mark for all your work on comparing Fixed Ratio (Ryan Jones's
| Scheme) and Spear's volatility scheme. I did download all your data and
| analyze it. The data show that, overwhelmingly, there is no statistical
| difference between Fixed Ratio, Spear, or Un-equal Fixed Ratio. Based upon
| Mark's data 1987 to Aug 30, 1999 any of the schemes can be traded with
| equal results.
|
| Here's the results:
| Annual Difference
| Average Stand. Dev.
| t Prob the same
| Fr - Spear $105,791 $1,725,980 -0.02316
| 0.9819
| Fr- Unequal -$85,542 $2,187,397 -0.0123
| 0.99038
| Spear - Unequal $20,248 $1,112,885 0.0085
| 1.0
|
|
| Paul Lasky
|