Stock Market, Time Series Analysis, Time Series Forecasting, Python, Monte Carlo.
be tested against a chosen significance level to check the ‘normality’ (*) of the historical returns data. Specifically, I’ve implemented two tests , a Kolmogorov Smirnov Test and a Shapiro Wilk Test with a significance level of 5%. (Why 5% ? Here read this) (* Strictly speaking , it’s not exactly