Skill

randomness-tests

Is there ANY exploitable structure, or is this white noise? Ljung-Box portmanteau at multiple lags, Lo-MacKinlay variance ratios (heteroskedasticity-robust) at q=2/5/10, runs test, and a vol-clustering check on absolute returns — fused into a strategy-archetype verdict per series, momentum-flavored

Claim this listing

Connect your GitHub to prove you own or maintain this listing. We verify repo access automatically — most publishers are confirmed in seconds.

1Connect GitHub

2Submit your claim

3Auto-verified, or reviewed within 48h