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z-score probability correct?

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Finance

Subscriber, bbp_participant, community, 5 replies.

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6 years ago #113416

Dear community,

 

I have tested some EAs with EA Analyzer.

 

Although my z-Score was below the critical point of 1.96, the probability was higher than 95%.

 

To my opinion this is not possible, according to the standard z-score distribution, the critical z-score for a probability of 95% is 1.96, therefore it is not possible to achieve probabilities over 95% for z-scores below 1.96…

 

Any suggestions how this could be?

 

Thanks a lot

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #129120

I have to check it, it is possible that there is a mistake.

 

Could you post here (or send me by email) the report where I can see this problem?

 

Or even better you can create a bug report  in tasks.strategyquant.com and attach your file there.

Mark
StrategyQuant architect

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