|
PureBytes Links
Trading Reference Links
|
Hello Mark,
Monday, April 22, 2002, 11:04:49 AM, you wrote:
MJ> Suppose a trading method produces winning trades with
MJ> probability P and losing trades with probability (1-P).
MJ> Suppose we want to know, what is the maximum number of
>Snip
All of this discussion about probability reminded me of a question I
have about statistical sampling. I remember that there was a formula
which would tell you what confidence level (ie: say 90% or 95%) you would have that a
certain sample size (number of trades in your backtest) would be
predictive of the total population(market activity in the past and
future.
Does anyone know what the formula is?
Best regards,
Roger mailto:mailrs@xxxxxxxxxx
|