Timeline for How to generate a random price series with a specified range and correlation with an actual price?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 29, 2011 at 18:38 | comment | added | Suminda Sirinath S. Dharmasena | If I choose AAPL I want as many time series which have some similar characteristics in terms of correlation but not exact. Also adhere to the price range also. The series should be random as in each new realisation should take a different path. | |
| Nov 29, 2011 at 16:13 | comment | added | Richard Herron | How? Try AAPL and MSFT. There are about 5000 more. | |
| Nov 29, 2011 at 15:53 | comment | added | Suminda Sirinath S. Dharmasena | Historic data will give me only on path! | |
| Nov 28, 2011 at 19:43 | history | answered | Richard Herron | CC BY-SA 3.0 |