I Audited 30 Years of SPY Candlesticks and the Variance Risk Premium.
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A four-script statistical audit: why p-values lie at large n, how a Garman-Klass bug inflated Sharpe 6.15 → 1.11, and what survives causal…

 

 A four-script statistical audit: why p-values lie at large n, how a Garman-Klass bug inflated Sharpe 6.15 → 1.11, and what survives causal…Continue reading on Medium » Read More Python on Medium 

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