Is The S&P 500 Mean Reverting? A Rescaled Range Analysis Provides The … – Seeking Alpha
|
Is The S&P 500 Mean Reverting? A Rescaled Range Analysis Provides The …
Seeking Alpha In a previous post, I used the S&P 500 as an example to demonstrate the use of a sophisticated quantitative method, rescaled range analysis, for evaluating whether a time series is random, persistent, or mean reverting. Rescaled range analysis was … |
