Testing market efficiency in Python: Variance ratio test

Today we are going to build from scratch a Python code that would allow us to flexibly apply variance ratio test with a Chow-Denning multiple testing adjustment to a market of our choice to test for market efficiency versus trending or mean-reverting behaviour. Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Python! Please consider supporting NEDL on Patreon: https://www.patreon.com/NEDLeducation