brownian-motion-generator

Generating brownian motion random walks with custom skew, kurtosis, mean reversion, correlation, and non-normality.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install brownian-motion-generator

Releases

Version Released Bullseye
Python 3.9
Bookworm
Python 3.11
Files
1.1.0 2023-02-16  

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Page last updated 2025-07-17 19:04:52 UTC