Steven Sanderson goes for a walk:
A random walk is a mathematical object that describes a path consisting of a succession of random steps. It’s a cornerstone concept in fields like physics, economics, and biology. In finance, for example, the random walk hypothesis suggests that stock market prices evolve according to a random walk and thus cannot be predicted.
Read on to see how you can generate a dataset matching a random walk, as well as a comparison of techniques for generating them.