/Binomial-Price-Simulation

Binomial Model for Asset Price Simulation

Primary LanguagePython

Monte Carlo Portfolio Simulation Framework

Setup

Mac / Linux

  1. sudo apt-get update
  2. $ sudo apt-get install imagemagick
  3. pip install -r requirements.txt

Windows Subsystem for Linux

  1. Download and install Xming
  2. sudo apt-get update
  3. sudo apt-get install python3.6-tk
    • you may have to install a different python*-tk depnding on the python version you're using
  4. $ sudo apt-get install imagemagick
  5. pip install -r requirements.txt
  6. export DISPLAY=localhost:0.0
    • add to ~/.bashrc to make permanent

Usage

  • Customize portfolio in ./portfolio.py

  • python3 main.py

Examples

  • Single asset simulation with 0.50 probability of price increase at each interval

  • 100 simulations over 100 time intervals