Research topic95 readings
Statistical tests
Statistical tests within quantitative-models.
FieldQuantitative models1156 readingsThe registry
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Readings on this topic
1984When random walks fail to explain market averages1985A serial-dependence window from signed price transitions1986Evaluate the price random-walk question as a gated quantile lab1986Skill score versus a coin-flip forecast baseline1986Chi-square tests on price transition matrices1986Constructing price-change density histograms and symmetry tests1986Constructing runs and persistence tests from labeled prices1986Evaluating daily price and volume serial independence windows1986Weekly resamples as a diagnostic filter for statistical windows1986Evaluating advance-decline plus-day runs against chance baselines1986Calendar-locked averaging of price-change histogram categories1986Chi-square test for clustered price-change histograms