Tag: t-test
Interview Questions
- Paired versus two-sample t-test, when to pair
- Welch versus pooled t-test, when variances differ
- t-test vs z-test, when and why
- Two execution algos on the same names: pair the test
- Is the strategy's mean return above zero? One-sample t and the Sharpe link
- Two desks with very different vols: Welch or pooled?
- How much does pairing actually buy? The role of correlation
- Comparing two strategies, pooled, Welch, or paired t-test?
- Is Strategy A really beating Strategy B?
- When the "pooled" t-test quietly lies to you