quick question for qfit

R

rukus

Well-Known Member
in CVData simulation result reports, what units are your standard deviation/variance numbers in the Std Dev/variance by true count reports? im talking about the reports that show real and normalized std dev/variance by true count per hand, per 100, per shoe, etc. Seems to me like the numbers should be in percents (or %^2), ie the std deviation of IBA at a given true count should also be a % since IBA is given as a percent.

thanks,
rukus
 
They are in units. Standard deviations on the summary page are in either dollars or units depending on the option on the Customize screen.
 
so to compare apples to apples, or create a type of sharpe ratio that measures the ratio of reward to risk, i would need to convert either both to units or both to %, right?
 
rukus said:
so to compare apples to apples, or create a type of sharpe ratio that measures the ratio of reward to risk, i would need to convert either both to units or both to %, right?
Click to expand...

Sharpe Ratio is win rate/std dev. No conversion needed. DI, provided in the summary, is the Sharpe ratio * 100.
 
another quick question for QFIT

i was hoping to see a response to the question Kasi asked in the post below:
http://www.blackjackinfo.com/bb/showpost.php?p=65766&postcount=11

the part where he asks about "Anyway, on that picture of yours, when you seem to be showing bets that look like you maybe are spreading to 2 hands, it sort of looks like the SD/hand isn't changing to reflect the covariance?

Am I looking at it wrong? Maybe you figure it out in the guts of the program without displaying it?

Does your program give SD/hand when spreading to multiple hands?"
 
sagefr0g said:
i was hoping to see a response to the question Kasi asked in the post below:
http://www.blackjackinfo.com/bb/showpost.php?p=65766&postcount=11

the part where he asks about "Anyway, on that picture of yours, when you seem to be showing bets that look like you maybe are spreading to 2 hands, it sort of looks like the SD/hand isn't changing to reflect the covariance?

Am I looking at it wrong? Maybe you figure it out in the guts of the program without displaying it?

Does your program give SD/hand when spreading to multiple hands?"
Click to expand...

Missed that. Yes standard deviation is adjusted internally to take into account covariance. It doesn't vary much for different rules. CVData gives SD/Hand when spreading to multiple hands.
 
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