When analyzed by standard statistical methods. the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden tempora... https://www.roneverhart.com/1800-Reposado-LAFC-Edition-Tequila/