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Stocks, Significance Testing & p-Hacking.
Over the past 32 years, October has been the most volatile month on average for the S&P500 and December the least, in this article we will use simulation to assess the statistical significance of this observation and to what extent this observation could occur by chance. All code included!
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Machine Learning , Deep Learning, AI, Python, Quant Trading -ML Researcher - follow for walkthroughs, tutorials, proofs, research etc. Also on twitter @pdquant