The UK Stock Market Almanac Seasonality analysis and studies of market anomalies to give you an edge in the year ahead
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Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options. This post will investigate the power of the statistical tests in relation to pairs-trading for the following statistical tests ADF, BVR, HURST, PP, PGFF,. The general principal is that for two stocks. Using the conventional linear regression method cal.
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Financial insight from the best investment minds. Delivering the best in financial insight. In-depth discussion with some of the top professional investors in the UK.
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