Andrew C. Hawkins
(Launched on 15 August 2013 (v1), last revised 3 September 2013 (v3))
When assuming price follows a probability distribution, every price value has an associated probability. This project uses continuous probability distributions to determine low probability prices. Given a period and a probability, the prices that satisfy the distribution are found and plotted. The probability of price reaching each band is equivalent to the input probability. The three distributions currently available are Gaussian, Laplace, and Logistic. Additional distributions will be added soon.
Comments: 1 source package, 2 figures
[v1] 15 August 2013
[v2] 19 August 2013
[v3] 3 September 2013