Series

Sample mean: original series

Mean (μ) from centered student’s t SEMF model

%-age difference

SPY

0.00042

0.00071

68.6%

GE

0.00052

0.00030

−41.3%

IBM (Long)

0.00047

0.00021

−56.0%

IBM (Short)

0.00036

−0.00015

−143.0%

KO

0.00061

0.00033

−46.7%

RDS.A

0.00047

0.00100

112.4%

RDS.B

0.00046

0.00104

127.7%

DJIA

0.00031

0.00042

36.5%

SP500

0.00046

0.00064

38.2%

HSI

0.00053

0.00074

41.2%

SSE

0.00056

0.00040

−28.4%