erikbern/noise_mean_reversion.py

## noise_mean_reversion.py
import random
import numpy
from matplotlib import pyplot
rs = numpy.random.randn(1000)

xs = rs[1:-1] - rs[:-2]
ys = rs[2:] - rs[1:-1]
pyplot.scatter(xs, ys)
pyplot.show()
	import random
	import numpy
	from matplotlib import pyplot
	rs = numpy.random.randn(1000)

	xs = rs[1:-1] - rs[:-2]
	ys = rs[2:] - rs[1:-1]
	pyplot.scatter(xs, ys)
	pyplot.show()