White noise into random walks
Marton Trencseni - Sun 04 May 2025 • Tagged with trading, random walks
A visual and analytical walk from pure white noise to a true random walk.
Random Walks and the Dickey-Fuller Test - Part II
Marton Trencseni - Sat 26 April 2025 • Tagged with trading, random walks, dickey-fuller
The article examines how simple autoregressive stochastic processes behave with the Dickey-Fuller test.
Random Walks and the Dickey-Fuller Test - Part I
Marton Trencseni - Sun 20 April 2025 • Tagged with trading, random walks, dickey-fuller
This post explores how to use the Dickey–Fuller test to check the random‑walk hypothesis for time series using a pure NumPy implementation, and using Monte Carlo simulations to compute critical‑value tables.