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quant-statistics

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Quantitative statistical methods: ADF unit-root / cointegration tests, GARCH volatility modeling, regression diagnostics (heteroskedasticity / autocorrelation), Bootstrap, and hypothesis testing.

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# Quantitative Statistical Methods

## Overview

Common statistical methodology used in quantitative investing, covering time-series testing, volatility modeling, regression diagnostics, and statistical inference. Provides the statistical foundation for strategy development and factor research.

## Implementation

Every test below is already implemented and unit-tested in `src.quantlib.timeseries`. **Import and call it — do not retype these formulas into throwaway code**, which is how sign errors and double-sqrt bugs get into results.

```python
from src.quantlib.timeseries import (
    adf_test, cointegration_test, find_hedge_ratio, compute_half_life,
    granger_test, fit_garch, heteroscedasticity_test, autocorrelation_test,
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