Jonathan Kinlay
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Quantitative Research & Trading
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QUANTITATIVE RESEARCH & TRADING - OVERVIEW
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MODULE 1: STOCHASTIC PROCESSES
1.1 RANDOM WALK: MODULE CONTENT
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1.2 RANDOM WALK: DEFINITION
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1.3 RANDOM WALK WITH DRIFT
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1.4 MOMENTS OF A RANDOM WALK
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1.5 AUTOCORRELATION IN A RANDOM WALK
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1.6 RANDOM WALK PDF, CDF and EVENT PROBABILITIES
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1.7 RANDOM WALK IN HIGHER DIMENSIONS
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