/montecarlo

A repository that shows a sample program that can take some expected return/risk data and run a monte carlo simulation to get expected value.

Primary LanguageJava

montecarlo

A repository that shows a sample program that can take some expected return/risk data and run a monte carlo simulation to get expected value.

To Run

mvn clean compile exec:java -Dexec.mainClass="com.kirkg.montecarlo.Main"