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A case study to show by means of statistical test that this guy (it is NOT me) can beat the market

Useful article?

  • Yes

    Votes: 2 100.0%
  • No

    Votes: 0 0.0%

  • Total voters
    2
I often hear (even from financial professionals) that a track record may be a pure luck and in either case one needs at least 10 years of track record to "boast" with it. I show that (given a sufficient number of trades and independence of the market regime) 2 or 3 years are enough to make a track record proven (or at least statistically significant)

Though the article is primarily intended for non-professionals, I think it will be interesting to professionals, too ... at least I experienced a lack of ability to judge a track record even among fund managers.

Einstein – a star trader on Wikifolio, who can beat the market
 
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