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Turing Finance | February 23, 2017

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Stochastic Process

Stochastic Process

Stock Market Prices Do Not Follow Random Walks

February 8, 2016 | | 23 Comments

Because volatility seems to cluster in real life as well as the markets, it has been a while since my last article. Sorry about that. Today we will be taking our first giant leap along A Non-Random Walk down Wall Street.

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Hacking the Random Walk Hypothesis

September 15, 2015 | | 38 Comments

Hackers would make great traders. At a meta level, hackers and traders do the same thing: they find and exploit the weaknesses of a system. The difference is that hackers hack computers, networks, and even people for various ... Read More

Random walks down Wall Street, Stochastic Processes in Python

April 7, 2015 | | 29 Comments

James Bond is not a quant, but many famous quantitative fund managers enjoy playing poker in their spare time. Stochastic processes can be used to model the odds of such games. This article discusses some of the popular ... Read More