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Data Analysis for the BSc Essay Project: "Econophysics: Capital Markets and the Random Walk Paradigm"

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1D Geometric Brownian Motion
1D Geometric Brownian Motion
 
 
1D Geometric Brownian Motion.png
1D Geometric Brownian Motion.png
 
 
1D Random Walk, Continuous Steps.png
1D Random Walk, Continuous Steps.png
 
 
1D Random Walk, Discrete Steps.png
1D Random Walk, Discrete Steps.png
 
 
1D Random Walk.png
1D Random Walk.png
 
 
2D Levy Flight 1000 Steps.png
2D Levy Flight 1000 Steps.png
 
 
2D Random Walk 1000 Steps.png
2D Random Walk 1000 Steps.png
 
 
Daily_Returns_S&P500_Last_5_Years_pdf.png
Daily_Returns_S&P500_Last_5_Years_pdf.png
 
 
Daily_Returns_S&P500_Last_5_Years_semilog_pdf.png
Daily_Returns_S&P500_Last_5_Years_semilog_pdf.png
 
 
Final Code
Final Code
 
 
Gaussian vs. Cauchy vs. Levy vs. Levy Stable Distributions.png
Gaussian vs. Cauchy vs. Levy vs. Levy Stable Distributions.png
 
 
Gaussian vs. Cauchy vs. Levy vs. Levy-stable
Gaussian vs. Cauchy vs. Levy vs. Levy-stable
 
 
LPPL Curve Fitting onto Index Performance
LPPL Curve Fitting onto Index Performance
 
 
LPPL_fit_onto_index_performance.png
LPPL_fit_onto_index_performance.png
 
 
Levy Distribution vs. Gaussian Distribution Fitting to Stock Returns
Levy Distribution vs. Gaussian Distribution Fitting to Stock Returns
 
 
Levy flight
Levy flight
 
 
Levy-Stable vs. Gaussian Fit onto Data.png
Levy-Stable vs. Gaussian Fit onto Data.png
 
 
Levy-stable vs. Gaussian fit onto data, semilog.png
Levy-stable vs. Gaussian fit onto data, semilog.png
 
 
Pareto Law Distribution
Pareto Law Distribution
 
 
Pareto Law Distribution.png
Pareto Law Distribution.png
 
 
README.md
README.md
 
 
Random Walk Simulations
Random Walk Simulations
 
 
S&P500 Performance 5 years.png
S&P500 Performance 5 years.png
 
 
Standardised Gaussian Distribution.png
Standardised Gaussian Distribution.png
 
 
Truncated Levy Stable Distribution.png
Truncated Levy Stable Distribution.png
 
 
Truncated Levy-stable Distribution
Truncated Levy-stable Distribution
 
 

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Stocks-on-a-Random-Walk

Record of data analysis and fitting work done for the BSc Essay Project, Econophysics: Capital Markets and the Random Walk Paradigm, 2023. CID: 01876355, Physics Department, Faculty of Natural Sciences, Imperial College London. Data analysis centered around the performance of the S&P500 over the last the 5 years.

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Data Analysis for the BSc Essay Project: "Econophysics: Capital Markets and the Random Walk Paradigm"

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statistics simulations datavisualization dataanalysis curvefitting

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