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

  • @War4Skills
    @War4Skills Жыл бұрын

    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.

    @chessability.

    Жыл бұрын

    Awesome, happy to hear! Good luck with the course!

  • @furkanbostanci8882
    @furkanbostanci8882 Жыл бұрын

    Thank you so much for this great video ! It was clear and very informative.

  • @chessability.

    @chessability.

    Жыл бұрын

    Thanks for watching!

  • @derHamster007
    @derHamster007 Жыл бұрын

    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.

  • @caitlinmccormick8135
    @caitlinmccormick8135Ай бұрын

    Hiya, what Monte Carlo Simulation method would you say you used here?

  • @chessability.

    @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?