lundi 29 février 2016

Randomness of random number algorithms

there are conformity tests to tell whether a particular RNG method, programmable or mechanical is close to so called true random numbers http://ift.tt/1nb8pQy

it is based on the hypothesis that, true random numbers should not have any patterns and regularities. I guess in a short they are trying to ensure "equal distribution" in a large set of data but an homogeneous or equal distribution is another sort of regularity ( A pattern ), wouldnt that be a violation of original randomness theory?

I have made a stock chart (trading) using a random number function (javascript), it draws a chart very similar to natural stock market charts, I am wondering what implications would have when using this technique?

i am not worried about "true randomness" (if there is anything as such) but the conformity tests used to approve those algos maybe a problem, the chart is range bound, it has short trends, noises and everytime something new design when i refresh.

my code is like this:

initialize share price lets say 100.00, then run a loop 10k times, and call random function ( returns between 0 to 1 ) if the value is less than 0.5, i add 0.1 to original price or deduct 0.1, i have also tried randomizing 0.1




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