I don't think that those tests are exactly valid for financial data. The 
Wilcoxon test is based on the assumption that your observations are 
independent. In fact, of you are strict about it, the test is really one 
of location shift, so the two populations should have the same shape 
(scale, skew etc).

As for the KS, off the bat I don't really see why it shouldn't work, but 
my gut tells me that it isn't the best option.

-- 

Stefan Janse van Rensburg 
<http://www.ru.ac.za/statistics/staff/mrstefanjansevanrensburg/>

<http://www.ru.ac.za/statistics/staff/mrstefanjansevanrensburg/>

Lecturer, Dept. of Statistics, Rhodes University

Tel: +27-046-603-8682

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