Permuting Super Bowl Theory

9 Pages Posted: 13 Jan 2004  

Patrick Burns

Burns Statistics

Date Written: January 2, 2004

Abstract

The quality of stock market predictions based on the winner of the Super Bowl is examined using permutation tests. These tests are very easy to perform in modern computing environments like the R language. One key point that comes to light is that the success rate of a prediction is not a good measure of its usefulness. Statistically significant success in prediction does not automatically lead to economically profitable strategies.

Suggested Citation

Burns, Patrick, Permuting Super Bowl Theory (January 2, 2004). Available at SSRN: https://ssrn.com/abstract=484862 or http://dx.doi.org/10.2139/ssrn.484862

Patrick J. Burns (Contact Author)

Burns Statistics ( email )

4-b Jodrell Road
London E3 2LA
United Kingdom
+44 0 20 8525 0696 (Phone)

HOME PAGE: http://www.burns-stat.com

Paper statistics

Downloads
217
Rank
115,278
Abstract Views
1,608