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The statsig police

Posted By: Philippe Michel
Date: Sunday, 18 October 2009, at 7:23 p.m.

In Response To: The statsig police (Maik Stiebler)

I meant the standard deviation of the difference of equities, but having a stopping criterion based on the standard deviation of the individual equities would also be nice to have

As a stopping criterion, sd < e imply jsd < 1.4 * e (but the reverse works probably well enough for practical purposes).

Messages In This Thread

• The statsig police
  Timothy Chow -- Saturday, 17 October 2009, at 9:00 p.m.
  • The statsig police
    Maik Stiebler -- Sunday, 18 October 2009, at 11:01 a.m.
    • The statsig police
      Timothy Chow -- Sunday, 18 October 2009, at 2:34 p.m.
      • The statsig police
        Maik Stiebler -- Sunday, 18 October 2009, at 2:56 p.m.
        • The statsig police
          Timothy Chow -- Monday, 19 October 2009, at 1:48 a.m.
          • The statsig police
            Maik Stiebler -- Monday, 19 October 2009, at 4:21 p.m.
            • The statsig police
              Timothy Chow -- Tuesday, 20 October 2009, at 2:19 a.m.
      • PS
        Maik Stiebler -- Sunday, 18 October 2009, at 3:10 p.m.
    • The statsig police
      Philippe Michel -- Sunday, 18 October 2009, at 3:57 p.m.
      • The statsig police
        Maik Stiebler -- Sunday, 18 October 2009, at 4:37 p.m.
        • The statsig police
          Philippe Michel -- Sunday, 18 October 2009, at 7:23 p.m.
  • The statsig police
    neilkaz -- Sunday, 18 October 2009, at 5:29 p.m.
    • The statsig police
      Timothy Chow -- Monday, 19 October 2009, at 1:54 a.m.
  • Another example, to clarify
    Timothy Chow -- Monday, 19 October 2009, at 2:15 a.m.
    • Another example, to clarify
      Timothy Chow -- Monday, 19 October 2009, at 2:21 a.m.
  • The statsig police
    Michael Depreli -- Monday, 19 October 2009, at 7:16 a.m.
    • The statsig police
      Timothy Chow -- Tuesday, 20 October 2009, at 2:10 a.m.
      • The statsig police
        MaX -- Thursday, 22 October 2009, at 12:19 p.m.
        • The statsig police
          Timothy Chow -- Friday, 23 October 2009, at 3:35 p.m.
          • The statsig police
            MaX -- Monday, 26 October 2009, at 4:32 p.m.
        • The statsig police
          Daniel Murphy -- Friday, 23 October 2009, at 3:50 p.m.