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Random Walk by Possani #55

Closed aateg closed 1 year ago

aateg commented 1 year ago

Aula do Possani sobre Passeios Aleatorios

E se a gnt modelasse a variavel aleatoria do S&P com base nos dados historios e adicionasse um windowing pra buy, hold or sell

Eugene Fama discussed in 1965 "Random Walks in Stock Market Prices"

aateg commented 1 year ago

Image

Image by John C. Hull - Options, Futures, and Other Derivatives -- Chapter 14