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Re: Generating Stock Price Databy whakka (Hermit) |
on Sep 09, 2009 at 17:08 UTC ( [id://794403]=note: print w/replies, xml ) | Need Help?? |
Define "realistic." Your series is fairly autocorrelated - one may question whether it's random enough. Looking at the price picture you can see this - each day's price is largely the result of the previous day's momentum.
I agree with tmharish that you should look at real stock data for a realistic series. Google finance lets you look up historical data on a stock and exports to .csv (ex.). I'm sure there are other sources out there.
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