Table 2 Descriptive statistics for wealth growth rates and wealth growth rate volatility
From: Cost-benefit analysis of trading strategies in the stock index futures market
| Â | Minimal | Maximum | Mean | Standard deviation |
|---|---|---|---|---|
Descriptive statistics for wealth growth rates | ||||
 Informed trader | -1.00E-05 | 8.88E-05 | 1.15E-05 | 2.58E-05 |
 Technical trader | −9.64E-05 | 3.46E-05 | −6.28E-06 | 3.32E-05 |
 Noise trader | −1.61E-04 | 8.15E-06 | −2.38E-05 | 3.98E-05 |
 Arbitrage trader | −3.18E-05 | 7.29E-06 | −7.60E-06 | 1.19E-05 |
Descriptive statistics for wealth growth rate volatility | ||||
 Informed trader | 2.04E-04 | 1.18E-03 | 5.23E-04 | 2.54E-04 |
 Technical trader | 6.08E-04 | 2.50E-03 | 1.56E-03 | 5.77E-04 |
 Noise trader | 2.22E-04 | 5.74E-04 | 3.91E-04 | 1.06E-04 |
 Arbitrage trader | 2.38E-04 | 1.03E-03 | 6.02E-04 | 2.31E-04 |