Lambda | 0.94 |
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Prices |
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Date | Open | High | Low | close | AvgVol | Adj Close* | Log Return | Sq Log Return | Weights |
| EWMA | Rand() | Dates | Simulated prices |
01-Dec-14 | 6722.60 | 6753.20 | 6144.70 | 6566.10 | 519,695,500 | 6566.10 | 0.098326 |
| 0.0002% | 01-Dec-14 | 6,566.10 | |||
03-Nov-14 | 6546.50 | 6773.10 | 6444.90 | 6722.60 | 755,287,400 | 6722.60 | 0.001307 | 1.71E−06 | 0.06 |
| 1.03E−07 | −0.121857 | 02-Dec-14 | 6566.031167 |
01-Oct-14 | 6622.72 | 6622.81 | 6072.70 | 6546.50 | 789,204,100 | 6546.50 | 0.001346 | 1.81E−06 | 0.0564 |
| 1.02E−07 | 0.8826343 | 03-Dec-14 | 6566.529776 |
01-Sep-14 | 6819.75 | 6904.86 | 6601.62 | 6622.72 | 0 | 6622.72 | 0.001327 | 1.76E−06 | 0.053016 |
| 9.33E−08 | −0.55954 | 04-Dec-14 | 6566.213685 |
01-Aug-14 | 6730.11 | 6831.19 | 6528.73 | 6819.75 | 0 | 6819.75 | 0.00129 | 1.66E−06 | 0.049835 |
| 8.29E−08 | −0.913908 | 05-Dec-14 | 6565.697439 |
01-Jul-14 | 6743.94 | 6875.31 | 6643.62 | 6730.11 | 0 | 6730.11 | 0.001312 | 1.72E−06 | 0.046845 |
| 8.06E−08 | 1.3079467 | 06-Dec-14 | 6566.436287 |
02-Jun-14 | 6844.51 | 6878.96 | 6701.59 | 6743.94 | 0 | 6743.94 | 0.001307 | 1.71E−06 | 0.044034 |
| 7.52E−08 | −0.194625 | 07-Dec-14 | 6566.326343 |
01-May-14 | 6780.03 | 6894.88 | 6766.84 | 6844.51 | 0 | 6844.51 | 0.001288 | 1.66E−06 | 0.041392 |
| 6.87E−08 | −0.477825 | 08-Dec-14 | 6566.056422 |
01-Apr-14 | 6598.37 | 6794.88 | 6,507.08 | 6780.03 | 0 | 6780.03 | 0.001303 | 1.7E−06 | 0.038909 |
| 6.6E−08 | −0.250323 | 09-Dec-14 | 6565.915021 |
03-Mar-14 | 6809.70 | 6827.22 | 6492.62 | 6598.37 | 0 | 6598.37 | 0.001337 | 1.79E−06 | 0.036574 |
| 6.54E−08 | −0.301044 | 10-Dec-14 | 6565.744973 |
03-Feb-14 | 6510.44 | 6866.35 | 6416.72 | 6809.70 | 0 | 6809.70 | 0.001291 | 1.67E−06 | 0.03438 |
| 5.73E−08 | −0.755814 | 11-Dec-14 | 6565.318059 |
02-Jan-14 | 6749.09 | 6867.42 | 6421.26 | 6510.44 | 0 | 6510.44 | 0.001356 | 1.84E−06 | 0.032317 |
| 5.94E−08 | 0.7109219 | 12-Dec-14 | 6565.71962 |
02-Dec-13 | 6650.57 | 6768.44 | 6422.23 | 6749.09 | 0 | 6749.09 | 0.001301 | 1.69E−06 | 0.030378 |
| 5.14E−08 | −1.980534 | 13-Dec-14 | 6564.600994 |
01-Nov-13 | 6731.43 | 6780.11 | 6613.98 | 6650.57 | 0 | 6650.57 | 0.001326 | 1.76E−06 | 0.028555 |
| 5.02E−08 | 0.6550123 | 14-Dec-14 | 6564.970934 |
01-Oct-13 | 6462.22 | 6819.86 | 6316.91 | 6731.43 | 0 | 6731.43 | 0.001308 | 1.71E−06 | 0.026842 |
| 4.59E−08 | 2.5368915 | 15-Dec-14 | 6566.403917 |
02-Sep-13 | 6412.93 | 6659.12 | 6412.93 | 6462.22 | 0 | 6462.22 | 0.001364 | 1.86E−06 | 0.025231 |
| 4.69E−08 | −0.941926 | 16-Dec-14 | 6565.871829 |
01-Aug-13 | 6621.06 | 6696.63 | 6386.72 | 6412.93 | 0 | 6412.93 | 0.001368 | 1.87E−06 | 0.023718 |
| 4.44E−08 | −0.423072 | 17-Dec-14 | 6565.632854 |
01-Jul-13 | 6215.47 | 6662.19 | 6185.21 | 6621.06 | 0 | 6621.06 | 0.001324 | 1.75E−06 | 0.022294 |
| 3.91E−08 | −1.19889 | 18-Dec-14 | 6564.955696 |
03-Jun-13 | 6583.09 | 6583.09 | 6023.44 | 6215.47 | 0 | 6215.47 | 0.001416 | 2E−06 | 0.020957 |
| 4.2E−08 | 0.7979789 | 19-Dec-14 | 6565.406407 |
01-May-13 | 6430.12 | 6875.62 | 6409.81 | 6583.09 | 0 | 6583.09 | 0.001327 | 1.76E−06 | 0.019699 |
| 3.47E−08 | −0.284465 | 20-Dec-14 | 6565.245737 |
02-Apr-13 | 6411.74 | 6501.78 | 6214.36 | 6430.12 | 0 | 6430.12 | 0.001367 | 1.87E−06 | 0.018517 |
| 3.46E−08 | −0.113474 | 21-Dec-14 | 6565.181647 |
01-Mar-13 | 6360.81 | 6533.99 | 6308.56 | 6411.74 | 0 | 6411.74 | 0.001368 | 1.87E−06 | 0.017406 |
| 3.26E−08 | 0.5829359 | 22-Dec-14 | 6565.510908 |
01-Feb-13 | 6276.88 | 6412.44 | 6216.72 | 6360.81 | 0 | 6360.81 | 0.001378 | 1.9E−06 | 0.016362 |
| 3.11E−08 | 0.0813039 | 23-Dec-14 | 6565.556834 |
02-Jan-13 | 5897.81 | 6451.01 | 5897.81 | 6276.88 | 0 | 6276.88 | 0.001395 | 1.95E−06 | 0.01538 |
| 2.99E−08 | 0.0966209 | 24-Dec-14 | 6565.611413 |
03-Dec-12 | 5866.82 | 5997.04 | 5852.88 | 5897.81 | 0 | 5897.81 | 0.001483 | 2.2E−06 | 0.014457 |
| 3.18E−08 | −1.423437 | 25-Dec-14 | 6564.807436 |
01-Nov-12 | 5782.70 | 5921.78 | 5605.59 | 5866.82 | 0 | 5866.82 | 0.00148 | 2.19E−06 | 0.01359 |
| 2.98E−08 | 0.8790136 | 26-Dec-14 | 6565.303907 |
01-Oct-12 | 5742.07 | 5928.27 | 5738.59 | 5782.70 | 0 | 5782.70 | 0.001501 | 2.25E−06 | 0.012775 |
| 2.88E−08 | 0.5888577 | 27-Dec-14 | 6565.636519 |
03-Sep-12 | 5711.48 | 5932.62 | 5634.88 | 5742.07 | 0 | 5742.07 | 0.001509 | 2.28E−06 | 0.012008 |
| 2.73E−08 | 0.5780796 | 28-Dec-14 | 6565.963059 |
01-Aug-12 | 5712.82 | 5876.22 | 5662.30 | 5711.48 | 0 | 5711.48 | 0.001515 | 2.3E−06 | 0.011288 |
| 2.59E−08 | 1.1960531 | 29-Dec-14 | 6566.638724 |