I was a little too lazy to knock this up in R. Sorry! I am planning on some followups when I’ve levelled up more in mathematics and programming, although my thoughts would be quant finance etc. would have a large literature on this, as I’d intuit these sorts of effects are pretty important when picking stocks etc.
I was a little too lazy to knock this up in R. Sorry! I am planning on some followups when I’ve levelled up more in mathematics and programming, although my thoughts would be quant finance etc. would have a large literature on this, as I’d intuit these sorts of effects are pretty important when picking stocks etc.