Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street
R Python
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Compression based tests - pt1/R
Heteroskedastic variance ratio test
NN Compression based tests - pt2
.gitignore
Indices.csv
LICENSE
README.md
StocksB_loss.csv

README.md

NonRandomWalks

Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street