3 ms·
Ah, thanks, interesting paper > In general this strategy is profitable, both for the full sample and for individual years, but in most cases the results are no
by kerblang 4y ago
Ah, thanks, interesting paper
> In general this strategy is profitable, both for the full sample and for individual years, but in most cases the results are not statistically different from the random trading case, and therefore they do not represent evidence of market inefficiency.
Another hypothesis for the wood chipper