random walk in matlab without the econometrics toolbox

Hi,

I am looking for a way to create a random walk in matlab without having the financial toolbox

Answer 1

[Shashank Prasanna]

From FEX:

http://www.mathworks.com/matlabcentral/fileexchange/36791-random-walk-normal-vs-uniform

http://www.mathworks.com/matlabcentral/fileexchange/36763-random-walk

[Locks]

thanks, but I am not sure if that's what I am looking for. it seems to me that those plots are modelling something such as returns, but I am looking more for a random walk that models stock paths

[Cedric]

Yet, the FEX is the answer:

http://www.mathworks.com/matlabcentral/fileexchange/22003

[Locks]

thanks!

[Cedric]

Note that this is based on a FOR loop .. so you might want to implement your own algorithm based on a random vector and CUMSUM if it is too slow.

[Cedric]

 n = 200 ;  m = 20 ;  
 figure ;  hold on ;  
 for k = 1 : m
    plot(cumsum((rand(1, n) > 0.5) - 0.5), 'Color', rand(1, 3)) ;
 end

[Locks]

I will try that, thank you very much for the support