Adjustment of Hypothesis Tests for Dynamic Universe, First and Second Order Approximations with Applications to Statistical Signifiance of Quantitative Trading Strategies.

Adjustment Of Hypothesis Tests For Dynamic Universe First And Second Order Approximations With Applications

201KB ∙ PDF file

Download

Download

Next post on Brownian motion theory scheduled for release in coming days.

Code File for {alpha.py, quant_stats.py, parity.py} for paid readers.