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Turing Finance | November 25, 2017

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Lossless Compression Algorithms and Market Efficiency?

April 18, 2016 | | 16 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