jun 25, 26
by Patrick Burns. Abstract: Random portfolios can provide a statistical test that a trading strategy performs better than chance. Each run of the strategy is compared to a number of [...]
jun 25, 26
by Patrick Burns. Abstract: Most likely you know of the stock market dartboard game: some reputed experts are pitted against a portfolio that was selected "by throwing darts". This makes [...]
jun 25, 26
by Patrick Burns. Abstract: A recent Barron's article examined the efficacy of stock recommendations on the television show Mad Money. Statistical analyses of stock recommendations are scrutinized here in detail, [...]
jun 25, 26
by Patrick Burns. Abstract: We suggest some hypotheses about why people are successful in ARORA. We offer ways of generatiing the random data to eliminate the use of those tricks. We [...]
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