Research method
Chi-square test
Chi-square test is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph5
How the method is built, and where it has been read
Depends on
Often reviewed together
Transition matrix4 readings
Often reviewed together
Correlation analysis4 readings
Often reviewed together
Market breadth5 readings
Often reviewed together
Hypothesis testing5 readings
Often reviewed together
Autocorrelation test7 readings
Read in the archive24 of 44 readings
1985A serial-dependence window from signed price transitions1986Evaluate the price random-walk question as a gated quantile lab1986Chi-square tests on price transition matrices1986Constructing price-change density histograms and symmetry tests1986Evaluating daily price and volume serial independence windows1986Weekly resamples as a diagnostic filter for statistical windows1986Chi-square test for clustered price-change histograms1987Testing price-volume agreement after percent reversal filters1988Building probability-density adaptive weights and a chi-square trend filter1988Building consensus indicators with correlation and the chi-square test1988Constructing chi-square tests for two-way price counts1988Test edges against chance, not story1988Evaluating stationarity, randomness, and dependence in an index series1988Event-triggered chi-square tests for jittered serial links1988Constructing an advance-decline divergence oscillator1989Score an indicator before anyone writes a buy or sell rule1989Statistical windows for indicator time parameters1989Evaluate a contrary put-call premium ratio at a stated horizon1990A weekly resistance-index from hourly volume-per-point1990Sign-cell correlation, chi-square checks, and lag shifts1990Chi-square evaluation of lagged breadth correlations1990Testing breadth above moving averages by horizon1990Evaluating member versus odd-lot breadth1990Evaluating smoothed secondary counts with a chi-square test
This registry entry describes a research method. It is not investment advice and does not make a performance claim.