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2015 | OriginalPaper | Chapter

Intermediate Statistics and Probability

Author : Harry Georgakopoulos

Published in: Quantitative Trading with R

Publisher: Palgrave Macmillan US

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This chapter will explore the statistical nature of stock prices and address the topics of stationarity, normality, and autocorrelation of stock returns. These are important concepts that will enable us to perform statistical inference1 and pave the way for the construction of trading strategies.

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next chapter Spreads, Betas and Risk
Metadata
Title
Intermediate Statistics and Probability
Author
Harry Georgakopoulos
Copyright Year
2015
Publisher
Palgrave Macmillan US
Book
Quantitative Trading with R

Print ISBN: 978-1-349-46986-4

Electronic ISBN: 978-1-137-43747-1

Copyright Year: 2015

DOI
https://doi.org/10.1057/9781137437471_5