Tests / kyles_lambda_incremental_f

Kyles Lambda Incremental F

CONSISTENTMonetary PolicyLOW confidence

Description

Figures

Kyle's Lambda: Treasury Realized Vol and Stablecoin Mcap Over TimeKyle's Lambda: Treasury Realized Vol and Stablecoin Mcap Over TimeKyle's Lambda: Treasury Realized Vol vs Stablecoin Ecosystem SizeKyle's Lambda: Treasury Realized Vol vs Stablecoin Ecosystem Size

Statistics

n74
p value0.0124
delta r20.0561
statistic6.5962
r2 time only0.3482
r2 with mcap0.4043

Script

thesis-tests/tests/applications/test_kyles_lambda.py

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test test_kyles_lambda