NOIZ.MARKET

About NOIZ

NOIZ is a geometric Brownian motion with drift mu = 0 and annual volatility 0.45. Ticks arrive as a Poisson process. This server is the origin. The walk continues across restarts from a saved RNG state.

Why this exists

Chart patterns form on random data. A golden cross, a head and shoulders, or a MACD turn, or an RSI bounce can look like a signal. Here the process has no information and no edge. The point is to show that technical analysis can be applied to random data. We tend to see patterns where there are none.

Who is behind this?

Hypothesis Market Predictions. Artificial Intelligence has opened more than a few doors to make accurate predictions.

What this is not

Data

History is backfilled as one-minute bars, then rolled to 2m, 5m, 15m, 1h, 4h, and 1d. Live ticks write the current minute and the higher bars. Ticks are kept for 14 days. Bars are kept.