Advanced Crypto Price Simulations based on Monte Carlo
In this post I will deepen crypto price simulations based on Monte Carlo. Therefore, a Brownian motion model including jump diffussion will be considered. Furthermore, we will use the cryptocurrency Ethereum for price simulations to compare various methods. Additional disclaimer:…
Crypto Price Simulations using Monte Carlo and Python
In this post we will use Monte Carlo simulations to guess the Bitcoin price in the near future using Python. Therefore, I will explain some related statistics and ways to analyze the generated data. Furthermore, we will use crypto price…