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basic_tools:random_walk [2018/05/03 13:03]
jakobadmin ↷ Links adapted because of a move operation
basic_tools:random_walk [2020/04/02 18:12] (current)
74.98.242.130 [Abstract]
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 <tabbox Abstract> ​ <tabbox Abstract> ​
 +Imagine a man coming out of a bar in cancun, an open bottle of sunscreen dribbling from his back pocket. He walks forward for a few steps, and then there’s a good chance that he will stumble in one direction or another.
 +
 +Now put that guy on a big canvas with an X and Y dimension. ​ The line his sunscreen drippings will make is a random walk.
 +
 +The math behind that chaotic process is pretty useful in all kinds of domains, option trading being one in particular.
 +
 +"How do we model this stock"
 +
 +"​Imagine it's running around like a drunk guy in Cancun"​
 +
 +"​Cool"​
  
 <note tip> <note tip>
basic_tools/random_walk.1525345418.txt.gz · Last modified: 2018/05/03 11:03 (external edit)