MCarloRisk for Crypto vs Retirement Investing Simulator Usage & Stats
Stock price / probability risk analyzer & optimizer for the common man. See also our new support for top cryptocurrencies. Now with portfolio support, pairwise correlation/regression analysis of daily returns, and portfolio optimization. Computes forward (price,probability) for your share-weighted portfolio.
Unlike other folio optimizers, this code does not assume normality of returns, nor does it require to you enter volatility estimates...these are computed from public historical return data, and you can tell it how far back to look to compute the volatility. Try some optimizations and compare to results from other codes!
Main data feed is the innovative IEX.
Why rely on the tea leaves of chart reading when you can apply real statistics and historical resampled data to your analysis? While charting tools such as Bollinger bands, moving averages, and candlesticks are generated only on historical data, this app takes past data and remixes it via Monte Carlo methods to generate thousands of possible future price walks, then computes the probabilities of those price outcomes. Also works for stock-like ETFs and short ETFs (e.g. SH = short SPY).
Estimates future price distribution using random walk theory, where random samples are chosen from the history of the stock in question.
User can control how far back in time to use historical data to capture only the current "epoch" or to take into account long term historical behavior.
Built-in backtesting, verification, and model tuning tools.
-- Details --
This app models daily stock returns as a stable stochastic process and estimates a future price distribution by Monte Carlo re-sampling from an "empirical distribution" of a user-specified subset of prior (known) daily returns.
Be sure to press the Run Monte button on the Monte Carlo tab after changing settings or downloading a new data set.
This app downloads historical data from IEX as base data to resample. Prices are converted to daily returns [P(t)/P(t-1)] before resampling. The user can choose how far back to resample. By estimating a probability distribution of future prices at the user-specified investment horizon in this manner, we can give risk-of-loss estimates in thumb-rule fashion, to a first approximation.
Reports out estimated price and %loss estimates at the commonly used levels of 1st percentile and 5th percentile (1% and 5% risk). Also reports out median (50th percentile) price estimates at the given number of days forward. Calculations are performed on daily Closing price data. An artificial shock filter is provided, which can be used to reject the resampling of prior returns that are artificially large (due to splits or other artificial re-valuations that do not affect the underlying value of the asset). Theory of operation is described in detail under the Theory tab.
The stochastic model may be tuned or calibrated by adjusting the maximum number of days backwards to sample and/or a back in time linear weighting.
Stochastic Model Validation (backtest) features:
On the Monte Carlo tab, you can withhold any number of recent days from the model and then plot the results of the stochastic risk forecast as lower-bound envelopes at 1% and %5 and all other estimated probability (risk) levels dynamically after the model run is completed.
Validate tab:
This allows you to perform an exhaustive validation on your model by withholding several points, computing the model, comparing the forward prediction of the model versus the actual reserved data, and repeating this over time for all withheld points.
The app provider makes no claims as to the suitability of this app for any purpose whatsoever, and the user should consult an investment advisor before making investment decisions.
- Apple App Store
- Free
- Finance
Store Rank
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When can I retire? Will my retirement investment portfolio outlast me? Is my retirement nest egg (or projected nest egg) enough to retire? How much money will I leave to my heirs? How much invested money do I need to reach financial independence & retire early (FIRE)? No-one can ever know for sure, but if you model the future based on the past you can calculate what is LIKELY to happen in retirement.
There are many retirement calculators where you select a reasonable rate of inflation & return, but no retirement portfolio is likely to generate a static rate over time. Stock market volatility is the killer! Suffering through a drop in the stock or bond market at the wrong time can make a tremendous difference in your overall outcome. Only after you simulate the past can you confidently plan for the future. The Retirement Investing Calculator Simulator is UNIQUE in this stock market calculation.
The Retirement Investing Calculator Simulator uses actual stock market & inflation data from every month in 1871 to 2020. It takes the actual United States stock market return (S&P 500), U.S. bond market return (GS10), & inflation numbers from each month to simulate thousands of historically-accurate retirement scenarios.
Simply enter your retirement portfolio amount, annual spending & years in retirement; the Retirement Investing Calculator Simulator will calculate your personalized results, running up to several million calculations in the simulator to determine how you would’ve fared (and are likely to succeed in the future). Further personalize your Retirement Investing Calculator Simulator results by changing the stock / bond mix, fund fees, calculator term, annual amount saved & years until retirement via Advanced mode. You can also randomize (for simulator) all the months of history for an even wider range of retirement simulator scenarios.
The Retirement Investing Calculator Simulator lets you save or email your retirement simulator results; come back and try different retirement simulator choices!
The Retirement Investing Calculator Simulator is a Monte-Carlo style simulator using historical stock & inflation numbers to determine likelihood of success vs failure. Customize your own retirement calculation per your preferences. The Retirement Investing Calculator Simulator uses data from the S&P 500, the 10 Year Treasury Bond, & the Consumer Price Index (inflation). The Retirement Investing Calculator Simulator also uses their precursors for years before they existed.
Disclaimer: The information & calculations in this Retirement Investing Calculator Simulator are for educational purposes only, and do not constitute financial advice. Contact a licensed financial planner for specific retirement advice and for making retirement financial decisions. All data points included are correct to the best of our knowledge, but no warranty is made regarding the accuracy or applicability of this data or calculations. The owners / authors of this application (including Workman Consulting LLC) hereby disclaim all responsibility for any use / misuse of this application and the data provided by this application. The authors of this app do not give any warranty as to the accuracy, reliability or completeness of information; and do not accept any liability for any error or omission on this app or for any resulting loss or damage suffered by the recipient or any other person. By downloading and/or using the application, you agree to these terms. Past returns are not indicative of future performance. Even if a retirement investing financial strategy would’ve survived 100% of past simulation scenarios, it does not guarantee that it will do so in the future.
Retirement Investing Calculator Simulator Keywords: retire, calculate retirement portfolio, investing &investment, simulation, simulate, Monte Carlo Retirement Simulator, stocks, bonds, stock market, account, inflation, Financial Independence Retire Early, FIRE
- Apple App Store
- Free
- Finance
Store Rank
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MCarloRisk for Crypto VS. 
Retirement Investing SimulatorJanuary 2, 2025