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longbridge-quant-stats

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Quantitative statistics framework for time-series analysis using Longbridge price data — ADF unit root test (stationarity), cointegration (Engle-Granger / Johansen), GARCH volatility modelling (conditional heteroskedasticity), regression di

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longbridge-quant-stats

skill:longbridge/skills/longbridge-quant-stats · published by longbridge · source repository