This is a fork of the amazing work done by DoctorJ in this repo, with a few bug fixes and dependency updates. The goal is to maintain the code so it's fully functional, and potentially adding a few more ETFs along the road, especially simulated unleveraged ones.
Notebooks for simulating leveraged ETFs, robust Monte Carlo backtesting, and dynamic allocation.
You can also just download the data as CSV for a few extended ETFs.