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Efficient Market Hypothesis Archives - Turing Finance

Testing the Random Walk Hypothesis with R, Part One

November 20, 2016 | | 11 Comments
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Whilst working on some code for my Masters I kept thinking, "it would be really awesome if there was an R package which just consumed a price series and produced a data.frame of results from multiple randomness tests at multiple frequencies". ... Read More

Lossless Compression Algorithms and Market Efficiency?

April 18, 2016 | | 17 Comments

In Hacking The Random Walk Hypothesis we applied the NIST suite of cryptographic tests for randomness to binarized daily market returns. Overall the NIST suite failed on the data. This result was taken to mean that markets are not quite the ... Read More

The State of Turing Finance

Dear Readers,

In 2016 I stopped contributing to Turing Finance for career reasons. I had hoped to someday resume the blog, but my interests have evolved, and it would not be fair to you.

So, I have instead decided to build a new community over at nosible.com. This blog will remain up indefinitely, but it is, for all intent and purposes, shut down and will not be revived.

If you are interested in following my thoughts, you are welcome to follow the nosible blog or follow me on Twitter. Thank you for all the support over the years, you are awesome.

Yours sincerely, Stuart Reid

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