Giovanni Santostasi
1 min readJan 13, 2020

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Furthermore a conduct Augmented Dickey-Fuller (ADF) test on the log of prices of BTC and the null hypothesis was rejected (with p=0.004) when I used a Autocorrelation plus drift (ARD) model. This means THERE IS probably an ARD process in the data. Notice an ARD process of log prices would produce a linear trend in a log log graph of price and time.

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Giovanni Santostasi
Giovanni Santostasi

Written by Giovanni Santostasi

Physicist, neuroscientist, financial analyst. CEO and Director of Research at Quantonomy: https://www.quantonomy.fund/giovanni-santostasi-phd

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