Open Archive 2
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? on Data (Need SD)
Posted by MathProf on 9 December 1997, at 2:23 p.m., in response to I disagree, posted by Ace on 9 December 1997, at 12:57 p.m.
Several Points: First you did not report Standard Deviation. It is me to make any one system "outperform" another one by simply having it overbet. This will produce higher Earnings, but also HIgher Standard Deviation, so the Sharpe Ratio )overall deireiblity) will be lower.
Second your betting was only 2-tiered. A minimum bet and a maximum bet. This is a very high risk betting strategy. A better technique to is have intermediate bets which are scaled (based upon the count). I think you should do that and compre the results.
You were raising your bet at APC TC of "4". Was this one-half deck True Counts (as in Uston) or FUll-Deck. I had preummed it was the former.
Finally, you did not indicate what the sample sizes were.
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