Posted 9/25/2020 15:09 (#8514738 - in reply to #8514620) Subject: RE: Random walk market price models
Centre county Pennsylvania, USA
Rise of the algos appears to be changing market behavior. No proof yet, but my guess is that change includes increased volatility and volatility randomness. Random walk price models do not account for all properties of real world price time series. No experience with random walk volatility time series,yet…...
Random walk market price models
