In the long run, the return of the stock market follows normal distribution (Roughly). Now, I am on the lookout for some signals generated by my Indicators which can give me an edge. Once I get 25-30 matches, I calculate two period forward return and if the mean is greater than 0, I try to find if the mean is statistically greater than 0. Now, although markets, in the long run, generate normal distributions with mean 0, the small sample of 30 days makes me question this assumption. Can I still use T-Test to

Similar questions and discussions