Howdy, Stranger!

It looks like you're new here. If you want to get involved, click one of these buttons!

Here's a statement of the obvious: The opinions expressed here are those of the participants, not those of the Mutual Fund Observer. We cannot vouch for the accuracy or appropriateness of any of it, though we do encourage civility and good humor.

    Support MFO

  • Donate through PayPal

Monte Carlo Code with Crash Capability

Hi Guys,

I have posted many times advocating Monte Carlo codes to explore the uncertainty robustness of a portfolio survival under adverse conditions. I don’t believe that I ever referenced a code that has the built-in capability to test portfolio survival under easily specified downturn situations. There is such a code. Here is the Link to it:

It has a very simple set of inputs and the code runs super fast. You get to input a specified crash date and the depth of the crash to examine any portfolio’s survival odds under those stressful conditions. What-if perturbations are quickly computed to test the survival robustness odds of easily input and changed portfolios. Please give it a look/see and try a few test runs. It is addictive; you just might get the bug. Regardless, Good Luck to all on your investment choices.

Best Regards

Sign In or Register to comment.