Do you see patterns in Random Walks?
- Thread starter atlTrader666
- Start date
http://www.youtube.com/watch?v=btPJPFnesV4
Eye of the Tiger
Risin' up, back on the street
Did my time, took my chances
Went the distance now I'm back on my feet
Just a man and his will to survive
So many times it happens too fast
You trade your passion for glory
Don't lose your grip on the dreams of the past
You must fight just to keep them alive
It's the eye of the tiger, it's the thrill of the fight
Risin' up to the challenge of our rival
And the last known survivor stalks his prey in the night
And he's watchin' us all with the eye of the tiger
Face to face, out in the heat
Hangin' tough, stayin' hungry
They stack the odds, still we take to the street
For the kill with the skill to survive
It's the eye of the tiger, it's the thrill of the fight
Risin' up to the challenge of our rival
And the last known survivor stalks his prey in the night
And he's watchin' us all with the eye of the tiger
Risin' up, straight to the top
Had the guts, got the glory
Went the distance now I'm not gonna stop
Just a man and his will to survive
It's the eye of the tiger, it's the thrill of the fight
Risin' up to the challenge of our rival
And the last known survivor stalks his prey in the night
And he's watchin' us all with the eye of the tiger
The eye of the tiger
The eye of the tiger
The eye of the tiger
The eye of the tiger
Eye of the Tiger
Risin' up, back on the street
Did my time, took my chances
Went the distance now I'm back on my feet
Just a man and his will to survive
So many times it happens too fast
You trade your passion for glory
Don't lose your grip on the dreams of the past
You must fight just to keep them alive
It's the eye of the tiger, it's the thrill of the fight
Risin' up to the challenge of our rival
And the last known survivor stalks his prey in the night
And he's watchin' us all with the eye of the tiger
Face to face, out in the heat
Hangin' tough, stayin' hungry
They stack the odds, still we take to the street
For the kill with the skill to survive
It's the eye of the tiger, it's the thrill of the fight
Risin' up to the challenge of our rival
And the last known survivor stalks his prey in the night
And he's watchin' us all with the eye of the tiger
Risin' up, straight to the top
Had the guts, got the glory
Went the distance now I'm not gonna stop
Just a man and his will to survive
It's the eye of the tiger, it's the thrill of the fight
Risin' up to the challenge of our rival
And the last known survivor stalks his prey in the night
And he's watchin' us all with the eye of the tiger
The eye of the tiger
The eye of the tiger
The eye of the tiger
The eye of the tiger
Generate 500 random charts . Calculate the random 500 Index the same way the SP500
Index is calculated. I bet it would take a heck of a lot of these iterations to get trends similar to the sp500 over any multi year window.
On a smaller scale generate 50 or so random charts and "index" them and compare to
recent price pattern of REITS, home construction, Utilities, Emerging market.
There is a high + correlation among same industry components and the sector and higher than random + or - correlation to the sp500. I assume random charts would be closer to zero correlation on average.
Finally, i wonder how many iterations it would take to get a set of 500 random charts
that revert toward a 20 period average from a 2 sigma move as well as the sp500 components do.
I dont see markets as random but i have not tested any of the above statements.
They may be irrational beliefs or fallacy. Any thoughts on this.
Index is calculated. I bet it would take a heck of a lot of these iterations to get trends similar to the sp500 over any multi year window.
On a smaller scale generate 50 or so random charts and "index" them and compare to
recent price pattern of REITS, home construction, Utilities, Emerging market.
There is a high + correlation among same industry components and the sector and higher than random + or - correlation to the sp500. I assume random charts would be closer to zero correlation on average.
Finally, i wonder how many iterations it would take to get a set of 500 random charts
that revert toward a 20 period average from a 2 sigma move as well as the sp500 components do.
I dont see markets as random but i have not tested any of the above statements.
They may be irrational beliefs or fallacy. Any thoughts on this.