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Channel: Wiener Process – QUANTITATIVE RESEARCH AND TRADING
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Dynamic Time Warping

History does not repeat itself, but it often rhymes – Mark Twain You certainly wouldn’t know it from a reading of the CBOE S&P500 Volatility Index (CBOE:VIX), which printed a low of 11.44 on...

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Stochastic Calculus in Mathematica

Wolfram Research introduced random processes in version 9 of Mathematica and for the first time users were able to tackle more complex modeling challenges such as those arising in stochastic calculus....

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