Skip to content

Latest commit

 

History

History
11 lines (9 loc) · 751 Bytes

readme.md

File metadata and controls

11 lines (9 loc) · 751 Bytes

Monte Carlo Simulations for Stock prices

  • Plots Monte Carlo Simulations using Geometric Brownian Motion
  • Compares values predicted using the Monte Carlo Simulation with the actual stock prices
  • Jagged black line on Monte Carlo Simulation is actual stock price
  • Straight black line on Monte Carlo Simulation is the value predicted by the simulation
  • Uses different amounts of historical data in the equation to evaulate which amount of historical data used is most effective in predicting stock prices

View notebook in nbviewer

Sample graph:

alt text