Q:

Simulate a smooth timeseries in Python

I want to use Python to generate some data that will simulate a fairly smooth wandering timeseries - similar to the following plot. 

I originally started with a random walk, but if I made my standard deviation small, the data did not wander enough, and if I made the standard deviation too large, the plot is not smooth at all. 
Is there a better way to approach this? 

A:

Just apply a rolling moving average to your results:
from numpy import sqrt

vol = .30
lag = 30
df = pd. DataFrame(np.random.randn(1000) * sqrt(vol) * sqrt(1 / 252.)).cumsum()
df.rolling(lag).mean().plot()

The bigger the lag and the smaller the vol, the smoother the series

