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Turing Finance | February 20, 2020

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Lossless Compression Algorithms and Market Efficiency?

April 18, 2016 | | 17 Comments
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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