Image Image Image Image Image Image Image Image Image Image

Turing Finance | January 20, 2017

Scroll to top

Top

Randomness Tests

Randomness Tests

Testing the Random Walk Hypothesis with R, Part One

November 20, 2016 | | 11 Comments

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

Stock Market Prices Do Not Follow Random Walks

February 8, 2016 | | 23 Comments

Because volatility seems to cluster in real life as well as the markets, it has been a while since my last article. Sorry about that. Today we will be taking our first giant leap along A Non-Random Walk down Wall Street.

Read More

Hacking the Random Walk Hypothesis

September 15, 2015 | | 38 Comments

Hackers would make great traders. At a meta level, hackers and traders do the same thing: they find and exploit the weaknesses of a system. The difference is that hackers hack computers, networks, and even people for various ... Read More