tag:blogger.com,1999:blog-2676650858658561710.post3503636923739505788..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: SignificanceRob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-2676650858658561710.post-21638819740237766932008-07-08T20:50:00.000-04:002008-07-08T20:50:00.000-04:00Very good post!Looking forward to:"In the next few...Very good post!<BR/><BR/>Looking forward to:<BR/><I>"In the next few days I'll offer some opinion on the importance and use of significance testing."</I>Johan Lindénhttps://www.blogger.com/profile/07530784419183726575noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-92156185686638887542008-05-29T09:07:00.000-04:002008-05-29T09:07:00.000-04:00Hey Rob,I have been using the bootstrap to generat...Hey Rob,<BR/><BR/>I have been using the bootstrap to generate the distribution to test the significance of my trading rules, but when I test position sizing and scaling into positions things become very unclear.Sandor Tucakov Caetanohttps://www.blogger.com/profile/06793307415904766358noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-10075505667398859932008-05-28T09:37:00.000-04:002008-05-28T09:37:00.000-04:00I agree whole-heartedly.As I'll discuss in an upco...I agree whole-heartedly.<BR/><BR/>As I'll discuss in an upcoming post, when it comes to the market 99% certainty is not really 99% certainty, but significance testing may still serve as a useful tool.Rob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-39322221597163043342008-05-27T11:00:00.000-04:002008-05-27T11:00:00.000-04:00The one big-big-big caveat with it is that signifi...The one big-big-big caveat with it is that significance tests assume the underlying distribution is Gaussian (normal). In markets, this is probably not the case.Anonymousnoreply@blogger.com