$DWC 1-Minute Differenced Series

Mean Reversion Tests on DARWIN $DWC

9 July 2017

In a previous post – Quantitative Modeling for Algorithmic Traders – we discussed the importance of Expectation, Variance, Standard Deviation, Covariance and Correlation. In this post we’ll discuss how those concepts can be applied to DARWIN assets. As a practical example, we will employ a series of statistical tests to assess if DARWIN $DWC is […]

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