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How random are financial data series?

I stumpled upon a blog post where someone did this work and reported about it here: http://www.turingfinance.com/hacking-the-random-walk-hypothesis/ Some quotes: The scores for the data sets lie betw …
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How random are financial data series?

Pseudorandom number generators are often tested using e.g. a test suite like Diehard tests or Dieharder. If one would run these tests e.g. on stock market time series or other financial data, would yo …
asmaier's user avatar
  • 563