Quantitative Trading with R pp 91-117 | Cite as
Intermediate Statistics and Probability
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Abstract
This chapter will explore the statistical nature of stock prices and address the topics of stationarity, normality, and autocorrelation of stock returns. These are important concepts that will enable us to perform statistical inference1 and pave the way for the construction of trading strategies.
Keywords
Intermediate Statistics Stock Price Stock Return Stock Prex Return Distribution
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© Folk Creations, Inc. 2015