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    Bset Number of Trades to Judge System Performance

    These are executional edges. The list of names are parts of the market structure in which they were found.
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    Bset Number of Trades to Judge System Performance

    whoops, i meant n=100 for a 10% error. However, you must consider the fact that we will never know what the population of all possible trades are. As Taleb expressed, the average behavior in the market is not nearly as important as the "improbable" behavior. This topic, extensively...
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    Bset Number of Trades to Judge System Performance

    From a practical stand point, you should have enough trades so that your historical sample test is a good approximation for the population. When applying statistics, which in your case is the sample error you must identify the assumptions-- one of which is independence of samples. If they...
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