Brownian Bridge

Pan and Zoom (mousewheel) to explore the randomized data.

This experiment uses d3.js, dpl.js and pyfy.js to simulate geometric brownian motion with brownian bridge between any "known points" (either given values or already-randomized values). Active caching is utilized to ensure that any base random number stays in place until the world is re-randomized (i.e. I keep filling in missing information). This means that when volatility or drift is changed, the path is recalculated using the previously established Gaussian random outcomes.

The blue dots are known monthly closing values for APPL and the gray line is the simulated brownian motion Pan and zoom to look deeper and further. As you move around the cache will grow larger, but pressing "randomize" will reset the world to a new initial vector.