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بایگانی‌ها Some Quantitative Tests - مرجع آموزش بازار بورس و فارکس

Some Quantitative Tests for Stock Price Generating Models and Trading Folklore

Five stock price sequences are examined quantitatively for structure as predicated by: 1) a random walk model; 2) a continuously differentiable price process; 3) a dynamic model consisting of transients of 8. discrete process. The first and third models also make predictions in agreement with trading lore. The date are examined by the method of […]

تاریخ : فوریه 11th, 2013