E7 — Pattern Essays

The Random Walk#

Essay2 min read
1 min read
◆ The PatternEach step is random — yet the path that emerges is not without structure

Imagine a drunkard leaving a lamp post, each step equally likely to go left or right. Where will they be after a thousand steps? Not where they started — the distance from the lamp post grows, just not in a predictable direction. This is a random walk, and it describes stock prices, the diffusion of molecules, the path of a pollen grain in water.

The surprising thing is the square-root law: after n steps of size 1, the expected distance from the start is √n, not n. Doubling your time quadruples your uncertainty, not doubles it. A stock forecast for one year is not twice as reliable as one for four years — it is half as reliable.

Random walks also explain why past prices carry almost no information about future prices in efficient markets. Each step erases the memory of the last. The path looks meaningful in hindsight. It was not.

Five simultaneous random walks — each unique, none predictable
What to rememberUncertainty grows with the square root of time, and a convincing path in hindsight may carry no signal at all.
References
[1] Pearson, K. (1905). The Problem of the Random Walk. Nature, 72(1865), 294. doi:10.1038/072294b0
[2] Malkiel, B. G. (1973). A Random Walk Down Wall Street. W. W. Norton & Company.
[3] Fama, E. F. (1965). Random Walks in Stock Market Prices. Financial Analysts Journal, 21(5), 55–59. doi:10.2469/faj.v21.n5.55
Pattern bridge: The paper trading activity lets you test whether you can beat a random walk, and time-series analysis is the tool for extracting the non-random component.
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