StuartGordonReid / NonRandomWalks

Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street

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NonRandomWalks

Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street

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Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street

License:GNU General Public License v2.0


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Language:R 87.2%Language:Python 12.8%