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Search: Posts Made By: Fat Tails
Forum: Emini and Emicro Index November 16th, 2014, 04:05 AM
Replies: 76
Views: 16,580
Posted By Fat Tails
I have posted the formula for the standard...

I have posted the formula for the standard deviation (sigma). You need to apply it to the sample of trades which you have selected for your backtest. Once you have calculated the standard deviation,...
Forum: Emini and Emicro Index November 14th, 2014, 02:54 AM
Replies: 76
Views: 16,580
Posted By Fat Tails
The standard error (of the sample mean) is...

The standard error (of the sample mean) is obtained by dividing the standard deviation of the sample

https://nexusfi.com/attachment.php?attachmentid=165936

by the square root of the sample size.
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