algo_trad_rand_walk

Algorithmic Trading and Random Walk

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

Informations:

This is a student project made for a course.

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

Asset price modeling (only GBM till now)
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)