Hi All,
I am working on a project and need your help with a module.
I have daily stock prices for Index for last 10 years. The question goes like
Considering last 10 year daily price movements of NASDAQ, write a program to check whether fractal geometrics could have better predicted stock market movements than log-normal distribution assumption. Explain your findings with suitable graphs.
Please could you recommend on how to implement fractals for stock market prediction and how can I compare this with the forecast of lognormal distribution. Its a bit of open ended question and I am lost here.
The programming language I use is Python but right not I am stuck on how to tackle this questions
Many Thanks for your help
I am working on a project and need your help with a module.
I have daily stock prices for Index for last 10 years. The question goes like
Considering last 10 year daily price movements of NASDAQ, write a program to check whether fractal geometrics could have better predicted stock market movements than log-normal distribution assumption. Explain your findings with suitable graphs.
Please could you recommend on how to implement fractals for stock market prediction and how can I compare this with the forecast of lognormal distribution. Its a bit of open ended question and I am lost here.
The programming language I use is Python but right not I am stuck on how to tackle this questions
Many Thanks for your help
