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Rollouts

Posted By: Matt Cohn-Geier
Date: Monday, 22 October 2007, at 12:35 a.m.

In Response To: Rollouts (Daniel Murphy)

I think so. You mean that for the average equity to move from -0.0177 after 1296 trials to -0.0455 after 5182 trials, the average in the last 3888 trials must have been -0.0547, and isn't that a surprisingly low number?

I suppose it is. -0.0547 is slightly below -0.0541, the bottom of the +-2 SD range (~95% confidence interval) reported by the original rollout.

I suppose this is one way of looking at it. I guess we should be about 95% surprised.

Messages In This Thread

• 31P.11N.32?
  Stick -- Friday, 19 October 2007, at 8:49 a.m.
  • 31P.11N.32?
    Mislav Radica -- Friday, 19 October 2007, at 9:12 a.m.
  • 31P.11N.32?
    Stein Kulseth -- Friday, 19 October 2007, at 9:16 a.m.
  • 31P.11N.32?
    Keene -- Friday, 19 October 2007, at 7:05 p.m.
  • 31P.11N.32?
    adambulldog -- Friday, 19 October 2007, at 11:48 p.m.
  • 31P.11N.32?
    adambulldog -- Friday, 19 October 2007, at 11:58 p.m.
  • 31P.11N.32?
    Matt Cohn-Geier -- Saturday, 20 October 2007, at 2:35 a.m.
  • 31P.11N.32?
    CamFella -- Saturday, 20 October 2007, at 2:57 p.m.
  • Rollouts
    Stick -- Sunday, 21 October 2007, at 4:28 p.m.
    • Rollouts
      Daniel Murphy -- Sunday, 21 October 2007, at 8:20 p.m.
      • Rollouts
        Stick -- Sunday, 21 October 2007, at 9:12 p.m.
        • Rollouts
          Matt Cohn-Geier -- Sunday, 21 October 2007, at 9:28 p.m.
          • Rollouts
            Daniel Murphy -- Sunday, 21 October 2007, at 11:05 p.m.
            • Rollouts
              Matt Cohn-Geier -- Monday, 22 October 2007, at 12:35 a.m.
    • Rollouts
      neilkaz -- Sunday, 21 October 2007, at 8:41 p.m.
  • 31P.11N.32?
    Marty Storer -- Tuesday, 23 October 2007, at 2:05 p.m.