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/biz/ - Business & Finance

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11627259 No.11627259 [Reply] [Original]

All that TA and charting and astrology can never give you what quantitative analysis and Brownian motion models can. Prove me wrong

>> No.11627285

>>11627259
>Brownian Motion Walk
That filename doesn't seem well-named at all. It doesn't even look like a random walk it looks more geometric
Did you run that simulation OP?

>> No.11627286

>>11627259
What the fuck is this shitfest of a graph

>> No.11627297

>>11627286
Monte Carlo obviously

>> No.11627381
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11627381

>>11627259
>brownian motion model tells says that the price moves randomly
now what

>> No.11627518

>>11627381
>randomly
not quite

>> No.11627588
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11627588

>>11627518
explain further

>> No.11627599

>>11627286
10,000 iterations of 1-dimensional brownian motion over 1000 steps each.
>brainlets

>> No.11627611

biased random walk

>> No.11628127

>>11627259
>Using brownian motion to model the market in 2018
How late are you ?

>> No.11628145

Isn't Brownian motion just the way bacteria move in water

>> No.11628158

>>11628145
As long as there are no attractors, repellents, water flows...

So, only in theory

>> No.11628186

>>11627259
>bitcoin will go up or down some time in the future
Wow, thanks Mr. Random Walk!

>> No.11628263

>>11627588
unpredictable is not the same as random, if you had full info over the starting conditions you could in theory just simulate the result, but since you don't you can't predict it

>>11628158
Weren't they discovered when Brown was watching pollen in the water through the microscope?

>> No.11628372

>>11627588
well I like to think of it like this - Robert Brown was originally a botanist. So think about a plants growth, it's not necessarily random, it's governed by a set of parameters and reactions (light, water, etc). But it isn't something we can readily model.

>> No.11628419
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11628419

The most likely EOY price is 50K

>> No.11628610
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11628610

>>11628263
>>11628372
Ok but how does modeling something as a random walk help you predict anything?

>> No.11628651

>>11627259
This is not completely true but showing how it's not completely true, would also give away my edge.

>> No.11628731

>>11627259
do you run a bot that interprets that or do you use it to run a simulation and you interpret it and act accordingly?

>> No.11628809

>>11628610
No idea how Brownian motions are used here, I only have some experience with Monte Carlo methods, so I looked it up and there really is something called
https://en.wikipedia.org/wiki/Brownian_model_of_financial_markets

but then
> frictionless market (i.e. that no transaction costs occur either for buying or selling).
> asset prices have no jumps, that is there are no surprises in the market.

is it really applicable here with all the barting going around?

>> No.11628854
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11628854

>>11627259