Mackinlay

This Sphinx extension is derived from Dan Mackinlay's sphinxcontrib.feed package. It relies on the feedformatter package instead of Django utils to generate the feed. Platforms: *nix

This is a set of functions that allows to test the weak form market efficiency and thus the predictability of the time series returns through various tests: direct and indirect test.The direct tests are the two versions (individual and joint)of the variance ratio of Lo and MacKinlay (1988).The... Platforms: Matlab