Python for Finance: Analyze Big Financial Data

            ...:                                                                                                        fixed_seed=True)

In  [ 5 ]:  snrn_mm

Out[ 5 ]:

array([[[-1.47414161,       0.67072537],

                                [   0.01049828,     1.28707482],

                                [-0.51421897,       0.80136066]],

                            [[-0.14569767,  -0.85572818],

                                [   1.19313679, -0.82653845],

                                [   1.3308292   ,   -1.47730025]]])

In  [ 6 ]:  snrn_mm.mean()

Out[ 6 ]:   1.8503717077085941e-17

In  [ 7 ]:  snrn_mm.std()

Out[ 7 ]:   1.0

This function will prove a workhorse for the simulation classes to follow.