KSAN RELAY

Quantitative Research & Trading Firm

KSAN RELAY develops data-driven models and computational methods for financial markets, publishes research and open-source tools, and applies selected research to trading its own capital.

Own capital only. We do not manage or accept client capital. Disclaimer

  • Research
  • Open Source
  • Markets
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About KSAN RELAY

Fig. 1Diffusion paths
+2σ√t−2σ√ttime tT
Model
dXₜ = σ dWₜ, X₀ = 0
Spread
sd(Xₜ) = σ√t
Envelope
±2σ√t (≈ 95% of paths)
Result
25 of 27 paths end inside
Simulated, 27 paths × 72 Gaussian steps. Illustrative only.