Sign up ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

Hi I am looking for a clear explanation of T statistics concept. Especially in quantitative equity portfolio management context, what does T statistics of monthly Information Coefficient for one factor indicate? How can I tell if it is significant, and if it is, any useful information I could derive from that?

share|improve this question
A better place for asking this question might be stats.SE. – Ryogi Oct 19 '11 at 20:51

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.