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erikbern/noise_mean_reversion.py

Created September 22, 2020 03:21
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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()
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