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Investing using Python: Kolmogorov-Smirnov test as regime switcher

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Kolmogorov-Smirnov test is a nonparametric test of the equality of continuous distribution that can be used to compare a sample with a reference probability distribution. KS-test is usually referred as goodness of fit test, but also it's test for "normality" (if our reference distribution is normal). Below you'll find same strategy as previous one using Shapiro-Wilk […]

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