aprender-monte-carlo

Monte Carlo simulations for finance, stock market, and business forecasting.

Part of the aprender machine learning ecosystem.

Features

• Stock price simulation using Geometric Brownian Motion (GBM)
• Historical S&P 500 data for backtesting
• Risk metrics (VaR, CVaR, Sharpe ratio)
• Variance reduction techniques

Installation

cargo install aprender-monte-carlo

Usage

# Run Monte Carlo simulation
aprender-monte-carlo simulate --ticker AAPL --days 252 --simulations 10000

# Calculate VaR
aprender-monte-carlo risk --ticker AAPL --confidence 0.95

License

MIT