111: David Bush – Strategy Objectives, Statistical Significance, and Market Behavior
Chat With Traders
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How to Be Statistically Significant in Trading a Universe of Stocks
If there's only 30 trades, 30 data points in your back test, it's not very significant. It doesn't really tell you that much. Would you say maybe something like a few hundred trades is going to give you some significance? That would be most likely. And secondly, is the, does the logic work well on related markets? So if one has a great 10 year, you know, note futures strategy, does it working on the 30 year futures? Does it work on the five year notes? You know, this issomething that I would, I would investigate. Obviously, if one had a stock specific strategy, can it work over a portfolio of stocks, not just a
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