找回密码
 注册
搜索
查看: 816|回复: 3

[讨论] Trend or just completely random

[复制链接]
发表于 2011-2-25 12:05 PM | 显示全部楼层 |阅读模式


It's simulated data. Reset every 1000 days. What do you think?
I'll let you know what model I used to create data
sim6.bmp
sim1.bmp
sim2.bmp
sim3.bmp
sim4.bmp
sim5.bmp
发表于 2011-2-25 01:18 PM | 显示全部楼层
wait
回复 鲜花 鸡蛋

使用道具 举报

 楼主| 发表于 2011-2-26 04:44 PM | 显示全部楼层
Just want to say that I was surprised to see those trend based on a random process, the set up was:
1. each day there are equal chance to go up or down;
2. the step size is also a random variable with normal distribution, no bias to positive or negative.

Therefore, I expected to see a random walk around y=1, but what I got is those trend up (down). That made me wonder whether the stock market is just complete random. All those news, earnings, analyst upgrade/downgrade, etc. doesn't really matter to the whole market, even though it seems like they are the determining factors when you focus on a specific day for a specific stock.
回复 鲜花 鸡蛋

使用道具 举报

发表于 2011-2-26 08:10 PM | 显示全部楼层
你中有我,我中有你。。。
反正搞不清就是了。。。
回复 鲜花 鸡蛋

使用道具 举报

您需要登录后才可以回帖 登录 | 注册

本版积分规则

手机版|小黑屋|www.hutong9.net

GMT-5, 2025-6-28 11:07 AM , Processed in 0.070059 second(s), 18 queries .

Powered by Discuz! X3.5

© 2001-2024 Discuz! Team.

快速回复 返回顶部 返回列表