Quant / Research / Software · Learning exercise

Brownian Motion Lab

Seeded Brownian-path simulations with terminal mean and variance checks.

My role
Independent learning project
Period
2026
Source
Public repository
Read the source ↗

The question

Does the simulation behave like the stochastic process it is meant to illustrate?

Python · NumPy · Matplotlib · Jupyter
ILLUSTRATIVE PROCESS / READ THE ACTUAL NOTEBOOK
Illustrative sample pathConceptual illustration

My contribution

Implemented seeded path simulations, corrected the time grid, and added a terminal mean/variance sanity check.

01 / work

Path simulation

The notebook constructs Brownian increments in one, two, and three dimensions and plots individual paths and ensembles. A seeded generator makes the examples reproducible, while an explicit zero starting point keeps the path and time grid aligned.

02 / evaluation

Mean and variance checks

A terminal mean/variance sanity check across many sampled paths tests the scale of the simulated process. It is a useful implementation check, not a proof of the model or a claim that a financial price follows Brownian motion.

03 / limitations

Scope and limitations

  • The repository currently has one implemented notebook, not a strategy library or backtester.
  • The paths are observed on a finite time grid, rather than being the complete continuous-time process.
  • The notebook credits assistance with its initial 3D plotting setup.

Source

Selected public files, with commit references and links to GitHub.

Public overview reviewed 8 September 2026. Repository commit: 2026-08-31.

Brownian Motion Lab · Laith Masri EngTech TMIET