I just learned that there are even some people out there, especially in Asia, who really believe that they can predict the future stock price path...
In Japan, harakiri is usual... :-)
Has someone a rationale explanation for this related problem ? : As demonstrated, simulating stock prices with N=1 (ie. just 1 bar in t) should...
More insight: look how fucking buggy the standard GBM algorithm really is: it degrades even much worser for higher volatilities! Instead of 68.27%...
Europe doesn't have any power... Lol :-)
Here's a second test/proof method: Testing the quality of the GBM algorithm used Example for S0=100, t=1 year, volatility s=0.3 (ie. 30%), drift...
What do you conclude from that fact? For N=1 both lognormal and GBM _should_ (ie. has to, must) give the same result, where N is the number of...
You said yours is different, but IMO it's the same GBM as in #2 in my posting above, ie. the GBM at wikipedia. Or where do you see the difference?...
Yes, there are many variations of GBM out there. I've tested many of them, most are just trash :) Just post the algorithm you use, I can analyse it.
Right, but does it invalidate the above given proof? Btw, I've even a second proof using Monte Carlo simulation. Will soon post it too.
Proof that GBM is wrong GBM and lognormal with same parameters will be compared to each other. 1) lognormal (...
The report was published by the organization World Economics, RT just cites from that report. And there it also says "According to estimates based...
Here's another interesting news: "4 Aug, 2023 12:15 Russia becomes Europe’s biggest economy – report The country’s GDP in PPP terms is...
Hey anti-Russian western propagandists, I herewith publicly challenge you to show me/us one news article by RT that is clearly a propaganda. I bet...
Even the German "Der Spiegel" says the same as that in the OP:...
If during normal times gas futures rise 40% overnight, then this is a significant development...
Don't believe the western propaganda apes, just inform yourself via Internet etc.
The majority supports the government.
The next big fraud is already in the making by the same criminal tribe...: [MEDIA] Many governments doubt the security (biometric, iris scan :-))...
Just follow the Russian media (there are many in English language, like TASS, RT, Sputnik etc.) to get the answer. Unfortunately some braindamaged...
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