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My Montecarlo Simulation is not working?

Even with 2000 simulations, you may not get the expected return and volatility as your estimated parameters. Try running your monte carlo with more simulation paths and this should close the ...
AlRacoon's user avatar
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2 votes

My Montecarlo Simulation is not working?

Your sigma seems to be incorrect, the sigma used should be annualized. Therefore, if you use your mean of standard deviation, you need to multiply it with $\sqrt{252}$. I do not think there is ...
KaiSqDist's user avatar
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