Research topic95 readings
Statistical tests
Statistical tests within quantitative-models.
FieldQuantitative models1156 readingsThe registry
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The archive95 readings
Readings on this topic
1992Channel-height ratios for equity trend evaluation1993Constructing price-change Markov transition matrices1994Evaluating system changes with chi-square, Sharpe, and leverage1995T-test evaluation of simulated trade returns1995Constructing mean-deviation histograms and price quantiles1995Collapse correlated inputs via a joint-state chi-square sequence1995A normalized dispersion screen for trend-following1995Constructing a two-proportion Z-test for hit rates1996Constructing a log-change stationarity screen with regression or binomial tests1996Log-change regression and binomial outlier clusters as an evaluation pipeline1996Employment-release direction as a later-month persistence test1996Constructing fade rules from an empirical deviation histogram