Research topic95 readings
Statistical tests
Statistical tests within quantitative-models.
FieldQuantitative models1156 readingsThe registry
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The archive95 readings
Readings on this topic
2004A two-stage Durbin-Watson residual screen2004Constructing first-order residual autocorrelation tests2004Evaluating trend rules against no-skill baselines2005Evaluating persistence with runs and autocorrelation2005Constructing runs-test z-scores for signed return persistence2005Weekday FX turning points and close run tests2006Linear forecast versus buy-and-hold when price changes cluster2007Constructing a random-walk baseline from ordered returns2012Overnight versus daytime return evaluation2013Constructing the Sharpe ratio as return over variability2013Constructing a runs-test turn forecast2013Constructing a null and a t-test for sample returns