{"product_id":"v10-c07-sidettr-pdf","title":"V.10:7 (287-290): SIDEBAR: T-TEST RETURNS","description":"T-TEST RETURNS\u003cbr\u003e\u003cbr\u003eFor each of the 10 trading strategies, Article Figure 2 presents the mean quarterly net returns, the standard\ndeviation of these returns, the results of the t-test, the autocorrelation coefficient (the column titled Auto\ncontains the estimated values of the correlation coefficient between adjacent returns), and the value of the\nShapiro-Wilkes statistic (the column titled S-W). The Shapiro-Wilkes test statistic is bounded between 0\nand 1, with small values cause for rejection of the null hypothesis; the distribution of the Shapiro-Wilkes\ntest statistic is right-skewed and, thus, even relatively large values can lead to rejection. The seven\ntrading strategies in Article Figure 2 that are marked with a single asterisk are characterized by statistical\nsignificance at the 5% level.","brand":"store-traders-com","offers":[{"title":"Default Title","offer_id":52133878268273,"sku":"\\V10\\C07\\SIDETTR.PDF","price":2.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0900\/3843\/6209\/files\/unnamed_5e3803f4-7849-4407-b849-9dc781acd158.jpg?v=1739654913","url":"https:\/\/shop.traders.com\/products\/v10-c07-sidettr-pdf","provider":"Stocks \u0026 Commodities","version":"1.0","type":"link"}