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As developers or researchers, we need sometimes to compute timeseries for different purposes. In some cases we have specific conditions on the path the series follow. In financial analyses, we want them to behave as the underlying assets. While parts of their behaviour can be modelled, other parts may rely on unsystomatic motion or randomness. This article is intended to illustrate an approach how to simulate random paths given customizable parametrization using a concept from the area of physics: the (geometric) brownian motion.