R Finance: Monte Carlo Simulations
In this video, we discuss the quantmod package in R, and use data from the package to run a Monte Carlo simulation. This simulation helps us to identify the downside risks of holding a certain portfolio.
#R #datascience #finance #montecarlo
Пікірлер: 7
Thanks a lot for this video! Currently doing a course Mathematical Finance and this video really helped with the practical side of implementing Monte Carlo Simulation!
@chessability.
Жыл бұрын
Awesome, happy to hear! Good luck with the course!
Thank you so much for this great video ! It was clear and very informative.
@chessability.
Жыл бұрын
Thanks for watching!
Hi, really enjoyed your video and have used it to model different portfolio ideas! I was wondering if you had an idea on how to incorporate monthly drip-feeding into the model? For example estimating S&P 500 returns in dollar terms when investing $500 per month.
Hiya, what Monte Carlo Simulation method would you say you used here?
@chessability.
Ай бұрын
Hello! I think the proper terminology is that this is just a "Monte Carlo simulation." In this specific case we're looking at a Monte Carlo simulation to test for portfolio downside. Does that help?