Standard Deviations: The fifth freedom

In this paper we present a non-conventional statistical arbitrage technique based in varying the number of standard deviations used to carry the trading strategy. We will show how values of 1 and 1,2 in the standard deviation provide better results that the classic strategy of Gatev et al (2006). An empirical application is performance using data of the FST100 index during the period 2010 to June 2019.

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Enzymatic-Ultraviolet Method for Measuring Lactose in Milk: Collaborative Study

Journal of AOAC INTERNATIONAL ◽

10.1093/jaoac/67.3.637 ◽

1984 ◽

Vol 67 (3) ◽

pp. 637-640 ◽

Cited By ~ 1

Author(s):

David O Biltcliffe ◽

Dick H Kleyn ◽

J Richard Trout ◽

◽

D Azzara ◽

...

Keyword(s):

Food Industry ◽

Collaborative Study ◽

Skim Milk ◽

Gravimetric Method ◽

T Test ◽

Enzymatic Method ◽

Commercial Laboratory ◽

Aoac Method ◽

Standard Deviations

Abstract Collaborators in 8 dairy and food industry laboratories performed one lactose determination on each of 8 unknown samples of milk, lowfat milk, or skim milk, as 3 pairs of blind duplicates. Two known samples were provided to gain experience prior to analysis of the unknown samples. All of the above samples were also analyzed for lactose content by the official AOAC gravimetric method (16.507) by a commercial laboratory. From the overall mean of results on all samples, determinations by the enzymatic method averaged 0.49% lower than by the AOAC method. This difference was significant by the t-test (P = 0.05), which indicated a lack of agreement between the compared methods in determining lactose content. Standard deviations were similar for the 3 sets of blind duplicates which ranged between 3.67 and 4.55% lactose content. F-values revealed that variations between means obtained by laboratories differed significantly as compared with variations within laboratory means. The method has been adopted official first action.

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