MCarloRisk3D

MCarloRisk3D pour Windows PC et Mac

Écrit par differential enterprises on 2024-02-12

  • Compatibilité: Disponible sur Windows 10, Windows 8.1/8, Windows 7, Windows Vista et Mac OS 10-11, 10.15
  • catégorie: Finance
  • Permis: Gratuit
  • Version logicielle: 16.7
  • Taille du fichier: 2.50 MB


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MCarloRisk3D Caractéristiques et description

1. Bubble grid plot of market put/call open interest, open interest * price, and raw put/call price at all published market expiry dates and strike prices (IEX Cloud-supplied data): to visualize where investors are putting their money on the options grid.

2. Allows user to move sliders to slice thru and examine this surface (e.g. price over time versus probability) and visualize the surface in 3D and with shaded contour plots.

3. Resamples from empirical daily returns to generate forward-in-time monte carlo paths (random walks), with user-adjustable long memory modifications such as the Hurst exponent, serial resampling, and fractional differencing.

4. Set strike price to slice thru probability surface along time axis to estimate probability over/under strike at a given time forward, or cumulatively up to a given time.

5. Estimate put/call prices using the model you build and verify (not limited to market expiry or strike).

6. Compare modeled put/call prices w/ market put/call prices at published market expiry dates and strikes.

7. Aggregates monte carlo paths into a (price, time, probability) surface.

8. This is especially useful for new assets such as crypto or more exotic equities such as TSLA that may not conform to normal or lognormal return assumptions, especially in shorter time periods.

9. Compare market option prices at a grid point to your modeled prices.

10. Monte Carlo forecaster from raw asset price data including crypto, with extensive backtesting and tuning.

11. Similarly, fractional Brownian motion becomes fractional Empirical motion in this app, for one of the long memory options.

Télécharger MCarloRisk3D Dernière version



Télécharger et installer MCarloRisk3D - PC

Télécharger pour PC - serveur 1 -->

MAC Télécharger:
Télécharger pour MacOS - serveur 1 --> Gratuit

Exigences d'installation logicielle

PC Compactibilité/Exigences d'installation

liste des systèmes d'exploitation compatibles:
  1. Windows 10
  2. Windows 8.1
  3. Windows 7
  4. Windows Vista

Exigences pour l'installation MacOS

Intel, 64-bit processor, OS X 10.7 or later.

liste des systèmes d'exploitation compatibles:
  1. OS X 10.10: Yosemite
  2. OS X 10.11: El Capitan
  3. macOS 10.12: Sierra
  4. macOS 10.13: High Sierra
  5. macOS 10.14: Mojave8
  6. macOS 10.15: Catalina
  7. macOS Big Sur (macOS 11)

FAQs

MCarloRisk3D - Est-il sécuritaire de télécharger?

ouais. L'application est de 100 pour cent (100%) sûr de télécharger et d'installer. Nos liens de téléchargement proviennent de sources sûres et sont fréquemment numérisés pour vous protéger

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