Does winning probability of a day trading system resets every day?

Discussion in 'Trading' started by bpr, Feb 3, 2020.

  1. Sekiyo

    Sekiyo

    If you reset it every day and compare it to every other day then you will have a lot of variability. If you reset it weekly and compare it to every other week then you will have less variability.
    If you reset it monthly and compare it to every other month then you will have less variability.
    If you reset it yearly and compare it to every other year then you will have less variability.

    For statistics to work you need a large database.
    The larger the database. The less noise, variability. Especially with fat tailed distributions.

    https://arxiv.org/pdf/1802.05495.pdf
     
    Last edited: Feb 8, 2020
    #21     Feb 8, 2020