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https://github.com/talaikis/montecarloprice-forecast

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Monte Carlo for Price Forecasting.

Host: GitHub
URL: https://github.com/talaikis/montecarloprice-forecast
Owner: talaikis
Created: 2016-02-21T08:54:38.000Z (almost 9 years ago)
Default Branch: master
Last Pushed: 2016-02-21T10:43:22.000Z (almost 9 years ago)
Last Synced: 2023-02-27T17:51:52.339Z (almost 2 years ago)
Language: Python
Homepage: http://www.talaikis.com/monte-carlo-as-spx-price-forecaster-using-python/
Size: 316 KB
Stars: 1
Watchers: 2
Forks: 2
Open Issues: 0
Metadata Files:
- Readme: README.md

# MonteCarloPrice-Forecast

Monte Carlo for Price Forecasting.

Current version generates many random paths given the drift and volatility, and shows the average and percentiles.

First appeared: http://www.talaikis.com/monte-carlo-as-spx-price-forecaster-using-python/