/bitcoin_brownie

Geometric Brownian Motion simulation for Bitcoin. Using Black-Scholes for calculating the implied volatility.

Primary LanguageJupyter Notebook

Geometric Brownian Motion (GBM) Simulation for Bitcoin using Black-Scholes for $\sigma$

Create virtual env:

virtualenv .venv

Activate virual env:

source .venv/bin/activate

Install packages:

pip install requirements.txt