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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | May 27 '11 at 14:43 | |
| stats | profile views | 5 |
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May 9 |
awarded | Popular Question |
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Feb 10 |
comment |
Proving Random Walk Hypothesis in Stock Market I think you mean the 2nd chapter. But yes, describes tests for it as well. |
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Feb 3 |
answered | What kind of basic framework or application do you use to run your trading algorithms? |
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Feb 3 |
awarded | Scholar |
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Feb 3 |
awarded | Supporter |
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Feb 3 |
accepted | How to calculate future distribution of price using volatility? |
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Feb 3 |
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. |
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Feb 1 |
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. |
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Feb 1 |
awarded | Student |
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Feb 1 |
asked | How to calculate future distribution of price using volatility? |
