GitHub - jlealc12/AdaptiveMarketHypothesis: This market analyzes if the stock price can be explained by the previous price using an AR(1). The code displays if the results of the AR(1) are significant, if they are it means it is a behaivoral market, if they are not it means a efficient market, if the price goes back and forth between both, it means its a adaptive market.

jlealc12 / AdaptiveMarketHypothesis Public

Notifications You must be signed in to change notification settings
Fork 0
Star 0

This market analyzes if the stock price can be explained by the previous price using an AR(1). The code displays if the results of the AR(1) are significant, if they are it means it is a behaivoral market, if they are not it means a efficient market, if the price goes back and forth between both, it means its a adaptive market.