Well accounts are more relevant than time. If you divided
into weeks or days or hours or minutes you could get any
n= you liked which isn't sensible.
If the strategies involved are logical and programable
then the most acid test is to pick accounts at random
from either portfolio and compute
Return from strategy they did use
vs
Return if they had used the other one
The do a paired T-test on the difference.
One thing about comparing this type of data it's
usually very skewed and you may be better off
looking at logs (i.e. ratios) than differences.
You're a bank I should charge you for this
Philip
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