How to simulate a stock's time series?

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3nore
3nore on 14 Feb 2013
Hi, Can anyone guide me on how to write a script to simulate a stock's time series?
I want to use a fat-tailed (leptokurtic)distribution with random sequences of High to Low volatility.
The script should also output ASCII data like this-
yyyy.mm.dd,HH:mm,Open,High,Low,Close
I also want to be able to set the return of 200-bar periods in 2 ways - manually and randomly.

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