MGT 595 coursework
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Dec 1, 2020 - Jupyter Notebook
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market-efficiency
Here are 10 public repositories matching this topic...
Using high frequency bitcoin quotes from the bitcoincharts website. 🍎
quotes big-data bitcoin market bigdata efficiency multithreading price tick-data bitcoincharts high-frequency spillover bitcoin-markets bitcoin-quotes market-efficiency bitcoin-returns bitcoincharts-website
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Jan 19, 2021 - HTML
Comprehensive Python analysis of Premier League betting market inefficiencies (2005–2024). Evaluates bookmaker biases, betting strategies, and market efficiency using statistical methods and Monte Carlo simulations.
python data-analysis monte-carlo-simulation premier-league sports-analytics bias-detection market-efficiency betting-strategies
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May 24, 2025 - Jupyter Notebook
Research-grade Polymarket BTC Up/Down 5m data pipeline, calibration analysis, hypothesis backtests, and execution robustness.
python bitcoin backtesting prediction-market market-efficiency quantitative-research polymarket trading-research
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May 20, 2026 - Python
Statistical testing of the Random Walk Hypothesis on Bitcoin (BTC-USD) using ADF, Autocorrelation, Runs Test, Variance Ratio (Lo-MacKinlay), and GARCH(1,1) modelling - Python, statsmodels, arch
python finance bitcoin arch quantitative-finance financial-analysis hypothesis-testing statsmodels garch time-series-analysis market-efficiency random-walk-hypothesis
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May 31, 2026 - HTML
Alpha Asymmetry in Foreign Exchange Markets: An Investigation of Exploitability — a null result paper | DAI-2605 | Dissensus AI Working Paper
quantitative-finance market-efficiency foreign-exchange extreme-value-theory null-result dissensus-ai
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Feb 14, 2026 - TeX
IC-Gated Deployment Framework (ICGDF): two-stage ML deployment filter for cross-sectional equity prediction. Under review at QFE (AIMS Press).
python machine-learning reproducible-research quantitative-finance nasdaq market-efficiency walk-forward-validation financial-ml information-coefficient
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May 23, 2026 - Python
Event-study analysis of US government contract awards and stock-market reaction for defense and aerospace contractors. Tests semi-strong market efficiency using contract data and sector-matched (ITA) Benchmarking. Includes documentation and correction from SPY to ITA.
python aerospace econometrics event-driven market-data quantitative-finance government-data financial-analysis contract-analysis usaspending market-intelligence market-analysis market-efficiency quantitative-research government-contracts defense-tech dod-contracts
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May 26, 2026 - Python
Compute the testing statistics proposed by Li and Yang (2026)
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Jan 22, 2026 - Python
Python-based time-series analysis of stock market volatility and market efficiency in major emerging economies with GARCH-family models.
finance economics stock-market econometrics time-series-analysis market-efficiency volatility-modeling garch-models emerging-economies
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Sep 3, 2025 - Jupyter Notebook
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