This is a summary of links featured on Quantocracy on Tuesday, 10/23/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Stocks, Significance Testing & p-Hacking: How volatile is volatile? [Patrick David]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! Our goal: Demonstrate how to use Pandas to analyze Time Series Understand how to construct a hypothesis