Market efficiency has been analyzed through many studies using different linear methods.
However, studies on financial econometrics reveal that financial time series exhibit …

Building quantitative strategies with a Backtesting engine leads to overfitting, which
produces results that cannot be replicated in the future. To assess the robustness of a …

Numerous studies have demonstrated the inefficiency of the market via applications of t-tests
on returns from Buy and Sell Days. In this study, we highlight large type I errors associated …