Image Image Image Image Image Image Image Image Image Image

Turing Finance | March 22, 2023

Scroll to top

Top

emh Archives - Turing Finance

Testing the Random Walk Hypothesis with R, Part One

November 20, 2016 | | 11 Comments
Warning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /home/customer/www/turingfinance.com/public_html/wp-content/plugins/latex/latex.php on line 47

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