A.I.M. Users Bulletin Board

[Qarel]

Hi Tim,

no, I meant that already with 'some kind of random walk'. I am afraid I am rather ingnorant of these kinds of things (thanks for explaining autocorrelation!). The variations are your 'random values mapped to a gaussian distribution', or what was it again. I had the idea of a random walk because these things can "trend" and "trade" spontaneously, or so I understand. And perhaps the fixed step is not much of a problem either, underneath your variations.

Regards,

Karel