Before you start on your random walk model - I
suggest you have a thorough read of a non randiom walk down wall St. by Andrew
Lo et al. If you still want to look at random walk processes, I suggest you give
Markov Chains a spin. however, you don't say what you are analysing for.
----- Original Message -----
Sent: Monday, March 28, 2005 1:24
AM
Subject: [EquisMetaStock Group] trying to
develop a stock analysis tool
Hi, I have to develop a tool for analysing
stocks for my Masters course. After researching, I found random walk model
to be a good way to predict stock prices. But I have no idea how to model
the algorithm or to get relavent information. I was able to get a hold of
a year's historical data. Though it would be difficult to predict stocks,
I would like to develop a tool which would analyse with reasonable
accuracy. Could anyone tell me how to go about this project? I was
planning to use Java to develop the application and Oracle to store data.
Thanks, Vinod
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