aprender-monte-carlo
| Crates.io | aprender-monte-carlo |
| lib.rs | aprender-monte-carlo |
| version | 0.1.1 |
| created_at | 2025-12-07 21:57:55.456078+00 |
| updated_at | 2025-12-07 21:57:55.456078+00 |
| description | Monte Carlo simulations for finance, stock market, and business forecasting |
| homepage | |
| repository | https://github.com/paiml/aprender |
| max_upload_size | |
| id | 1972328 |
| size | 106,990 |
Noah Gift (noahgift)
documentation
README
aprender-monte-carlo
Monte Carlo simulations for finance, stock market, and business forecasting.
Part of the aprender machine learning ecosystem.
Features
- Stock price simulation using Geometric Brownian Motion (GBM)
- Historical S&P 500 data for backtesting
- Risk metrics (VaR, CVaR, Sharpe ratio)
- Variance reduction techniques
Installation
cargo install aprender-monte-carlo
Usage
# Run Monte Carlo simulation
aprender-monte-carlo simulate --ticker AAPL --days 252 --simulations 10000
# Calculate VaR
aprender-monte-carlo risk --ticker AAPL --confidence 0.95
License
MIT