ARTICLE SYNOPSIS...T-TEST RETURNS For each of the 10 trading strategies, Article Figure 2 presents the mean quarterly net returns, the standard deviation of these returns, the results of the t-test, the autocorrelation coefficient (the column titled Auto contains the esti
ARTICLE SYNOPSIS...Sidebar: The T-test by James Stakelum There were 24 trades produced in the simulation run using the September 1994 Deutschemark futures contract. This sidebar gives sample calculations of the T-test using these figures.