Data Visualization

Random Walk Models for the Financial Markets

Photo by Balkouras Nicos on Unsplash

The broad goal for time series analysis is to be able to build a model that identifies all autocorrelation in a time series and uses this to create trend forecasts. We want to be able to use all the information from past behaviour that we believe is relevant to future movements with the hope that all is left is to add some form of uncorrelated error…