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> It hasn't produced any fruit. In 2003 I analysed the statistical output of his ”minimal version of the efficient market hypothesis” and compared it to data i
by qubex 9y ago
> It hasn't produced any fruit.
In 2003 I analysed the statistical output of his ”minimal version of the efficient market hypothesis” and compared it to data in real financial markets and contrasted it with the output of other models for my thesis.
His was crap.
I'm the only sucker I know that bothered to do this.
(Incidentally it was really difficult to get in contact with a representative of his to get code for the actual model he'd only provided a sample output graph for in the book.)