All that TA and charting and astrology can never give you what quantitative analysis and Brownian motion models can. Prove me wrong
Brownian motion and the quants
Jason Davis
Other urls found in this thread:
en.wikipedia.org
twitter.com
Asher Parker
>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?
Elijah Thomas
What the fuck is this shitfest of a graph
Kevin Cruz
Monte Carlo obviously
Lucas King
>brownian motion model tells says that the price moves randomly
now what
Brayden Young
>randomly
not quite
William King
explain further
Blake Wood
10,000 iterations of 1-dimensional brownian motion over 1000 steps each.
>brainlets
Asher Nelson
biased random walk
Aiden Sanchez
>Using brownian motion to model the market in 2018
How late are you ?
Jeremiah Hill
Isn't Brownian motion just the way bacteria move in water
Oliver Fisher
As long as there are no attractors, repellents, water flows...
So, only in theory
Aiden Johnson
>bitcoin will go up or down some time in the future
Wow, thanks Mr. Random Walk!
John Hill
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
Weren't they discovered when Brown was watching pollen in the water through the microscope?
Nathaniel Sullivan
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.
Carter Foster
The most likely EOY price is 50K
Henry Gonzalez
Ok but how does modeling something as a random walk help you predict anything?
Jason Perry
This is not completely true but showing how it's not completely true, would also give away my edge.
Matthew James
do you run a bot that interprets that or do you use it to run a simulation and you interpret it and act accordingly?
Gavin Gomez
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
en.wikipedia.org
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?
Benjamin Richardson