https://antoineboucher.info/CV/blog/tags/monte-carlo/Recent content in Monte Carlo on Antoine BoucherHugoen-usTue, 14 May 2024 09:00:00 -0400https://antoineboucher.info/CV/blog/posts/predicting-stock-prices-monte-carlo/Tue, 14 May 2024 09:00:00 -0400https://antoineboucher.info/CV/blog/posts/predicting-stock-prices-monte-carlo/<h2 id="introduction">Introduction</h2> <p>In finance, decisions are rarely about a single “forecast” price: they are about <strong>ranges</strong>, <strong>tail risk</strong>, and <strong>how wrong</strong> simple models can be. This article walks through a <strong>Monte Carlo path simulation</strong> in Python: we estimate drift and volatility from historical closes, simulate many future price paths (a geometric Brownian–style discrete step), and summarize the result as a <strong>distribution</strong>—the right object for risk-style questions (bands, percentiles, coverage against a hold-out period).</p>