%load_ext autoreload
%autoreload 2

import numpy as np
import matplotlib.pyplot as plt
from quantfinlib.sim import BrownianMotion

Random walk

Below a plot of 3 scenarios of Brownian Motion (BM) random walk, \(dS = \mu + \sigma dW\)

gbm_sample(
    s0=120.70,
    vol=0.25,
    drift=0.02,
    t0='2021-01-01',
    freq='B',
    path_len=252,
    num_paths=3
).plot()

plt.show()