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Simulate market data for a trading system using a Monte Carlo simulation.

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TheJumpyWizard/monte_carlo

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mc-trading-simulator

mc-trading-simulator is a C++ project that simulates market data for a trading system using a Monte Carlo simulation. The simulation generates synthetic prices based on statistical models of the underlying market to simulate real-time data.

Features

  • Generates synthetic prices for a given asset using Monte Carlo simulation.
  • Simulates various statistical models of the underlying market.
  • Supports configuration of simulation parameters, including asset price, volatility, interest rates, and time horizon.
  • Outputs simulated prices to a file or console for analysis.

Getting Started

To build and run the project, follow these steps:

  1. Clone the repository to your local machine.
  2. Open the project in an IDE of your choosing.
  3. Build the project by selecting "Build" from the IDE menu or g++ monte_carlo.cpp -o monte_carlo.
  4. Run the project by selecting "Run" from the IDE menu or ./monte_carlo.

Usage

To use the simulator, configure the simulation parameters in the main.cpp file, including the asset price, volatility, interest rates, and time horizon. Then, build and run the project to simulate market data and output the results to the console or a file.

License

This project is licensed under the MIT License - see the LICENSE file for details.

Let me know if you have any other questions!

Please note I never use C++ so any and all critiques are appreciated :)

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Simulate market data for a trading system using a Monte Carlo simulation.

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