Ep05 · CLT & the Square-Root Rule: z-scores for hot windows | Financial AI
StokeOnStocks
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Ep05 · CLT & the Square-Root Rule: z-scores for hot windows | Financial AI
6 просмотров · 5 дней назад
StokeOnStocks
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6 просмотров · 5 дней назад
The LLN said the mean approaches truth. The CLT names the shape — z-scores, confidence intervals, and N=(zσ/δ)². Remastered long-form (~12 min).
Chapters:
0:00 Skill, or a hot window?
1:20 The theorem itself
2:50 Why normal, why it works
4:00 Answering the opening question
5:30 Building an actual interval
7:00 The square-root rule on capital
8:30 When the tails are fat
9:30 Scheduling patience
10:40 The mean tightens, the next trade doesn't
Book: Financial AI · Chapter 5
Essay: https://blog.stokeonstocks.com/series...
Series: https://blog.stokeonstocks.com/series...
Informational and educational purposes only. Not investment advice. Not a solicitation to buy or sell any security.
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