- "It is important to remember that when we are working with a subset of actuale data, these computations will only give you sample statistics, that is mean and standard deviation of a sample of data. Whether or not this reflects the current true population mean and standard deviation is not always obvious, and more effort has to be put into determining that. This is especially problematic in finance because all data are time series and the mean and variance may change over time. In general do not assume that because something is true of your sample, it will remain true going forward."
0 commit comments