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The Bootstrap Method for Hypothesis Testing: Can it tell us anything we do not know? [Premium Articles]

The bootstrap method of computational statistics offers a way of reproducing the actual distribution of a population and it can be used with any sample statistic without relying on any assumptions about the data other than the basic assumption that they are distributed similarly to the population data. An application of this method to the analysis of trading system results is related to statistical hypothesis testing. The null hypothesis is selected as follows:

H0: The mean return of the trading system results is zero

The alternative hypothesis is as follows:

Ha: The mean return of the trading system results is greater than zero

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