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11 votes
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Proving Random Walk Hypothesis in Stock Market

Given the time series for a particular stock market, what are the statistical weapons one can bring on to prove, or disprove that random walk hypothesis?
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2 votes
2 answers
1k views

Proof showing that dollar cost averaging always worse than lump sum alternative

I am referring to the article here. In a nutshell the article says that using data based on S&P 500 index going back as far as to 1950, dollar cost averaging is performing worse than a lump sump inves …
Graviton's user avatar
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