algo_trad_rand_walk

Algorithmic Trading and Random Walk

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Status:

• Real asset dataset: completed

• Geometric Brownian-motion (GBM) c++ code and datasets: completed

• GBM plot and documentation(Language: Hungarian): completed

• CMake for GBM (data,code,plot,latex): completed

• Other models: maybe in future

• Analyzer software: maybe in future

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Informations:

This is a student project made for a course.

This project contains two topic from the field of financial modelling:

1. Asset price modeling (only GBM till now)

2. Asset price analysis (maybe in future)

Folders:

• analyzer_soft: analyzer software (empty)
• asset_prices: contains real and modeled prices
• documents: documentation for GBM (pdf and latex), plot, cmake.
• stoch_proc: price models

Teaser:

Geometric Brownian-motion plot:

GBM Documentation (Hungarian)