quick question for qfit

[rukus]

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

 

[QFIT]

They are in units. Standard deviations on the summary page are in either dollars or units depending on the option on the Customize screen.

 

[rukus]

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?

 

[QFIT]

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?

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

 

[rukus]

ok, cool, thanks very much for the quick help

 

[sagefr0g]

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?"

 

[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?"

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.