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 Apr22 awarded Notable Question May9 awarded Popular Question Feb10 comment Proving Random Walk Hypothesis in Stock Market I think you mean the 2nd chapter. But yes, describes tests for it as well. Feb3 answered What kind of basic framework or application do you use to run your trading algorithms? Feb3 awarded Scholar Feb3 awarded Supporter Feb3 accepted How to calculate future distribution of price using volatility? Feb3 comment How to calculate future distribution of price using volatility? Thanks for the help, I figured it was a simple mistake. Actual formula for stdev is sqrt(days/252)*volatility*mean. The mistake I was making is days doesn't include first day. So if you have 5 days of random walk, days=4 in above formula. Feb1 comment How to calculate future distribution of price using volatility? I don't think I asked my question correctly. Assuming a random walk, starting at $\mu$ and yearly volatility of $\sigma$ . What is $\sigma$ for the distribution (expected prices) in like 1 month? I must be overthinking this, but it doesn't seem like \$\sigma / 12 works either. Feb1 awarded Student Feb1 asked How to calculate future distribution of price using volatility?