Random walk: related pages

Efficient markets
A market in which securities prices reflect all available information.
Mean reversion
The tendency of a number that changes over time to return to the long term average after anomalous periods.
Cockroach Theory
The idea that one piece of bad news is likely to be followed by further bad news.
Black swan
An event that is highly improbable (and unforeseen and therefore omitted from models) that nonetheless occurs and has a significant impact.
Copyright Graeme Pietersz © 2005-2019