Investing Price Generation Modelling Model: GBM Random Walk Markov Series ARIMA GARCH Monte Carlo Timeframe: M5 (5 minutes) M15 (15 minutes) H1 (1 hour) Path Length (days): Initial Price: Drift: Volatility (%Mo): Step Size: Probability of Up Move: Initial State (0=up, 1=stay, 2=down): AR Coefficient (phi): Noise StdDev: Omega: Alpha: Beta: Distribution: Normal Uniform Mean: StdDev: Min: Max: Generate Paths Path Statistics PathHighLowMeanReturnStDev #1 #2 #3
