Author: Chen
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The Discrete-Time Random Walk model
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in MathematicsRead more: The Discrete-Time Random Walk modelThe random walk model is a basic model that describes stock prices as a sum of multiple random IID variables, where IID stands for “Independent and identically distributed”. Independent means the variables do not depend on each other. For instance, if each variable represents the result of the toss of a fair coin, the probability…
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What is a Stochastics Process?
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in MathematicsRead more: What is a Stochastics Process?A stochastics process is a time dependent random variable. In other words, it is a variable, not a “process” per se. The time that the variable depends on can be continuous or discrete. Continuous time is more complex, we’ll cover it later. For the discrete case, suppose we let S be the random variable. Typically,…
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How to code a moving average indicator in Python
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in PythonRead more: How to code a moving average indicator in PythonThis is notes from the Udemy Course “Algorithmic Trading & Quantitative Analysis Using Python”