See 'Horizon Kinetics' for a library of statistically-rigorous work on this. https://horizonkinetics.com/commentary-type/under-the-hood-index-series/ https://h

See 'Horizon Kinetics' for a library of statistically-rigorous work on this. https://horizonkinetics.com/commentary-type/under-the-hood-index-series/ https://horizonkinetics.com/commentary-type/under-the-hood-i...