MCarloRisk3DLite
Finanzas
Gratis · Diseñada para iPad
Drift-diffusion Monte Carlo forecaster from raw asset price data including crypto assets, with bulk backtesting.
This Lite version of the app now supports 3D views on iPhones, with hidden control menu to give more
space for the graphics. Use + button on upper right of the Monte Carlo tab view to show additional controls.
It allows an introduction to these methods without an undue amount of options to avoid confusion.
See MCarloRisk3D for iPad and macOS for Full Featured Functionality.
The simplified Lite version of the app is also made available on iPad.
Instead of time series (traditional charting), the app is based on the statistical properties of daily return data (percent change in asset price per trading day).
- examine historical returns distributions for one asset at a time, with distribution metrics computed automatically such as mean return, volatility, skew (bullish/bearish), kurtosis (fat tail metric), and tail ratio (fat tail bias: bullish or bearish)
- display returns as a histogram along with these return metrics
- generate monte carlo forecast models from empirical (actual) historical returns data, without assuming normality of returns
- backtest these models in a single pass bulk backtest
- get simple metric report-outs and detailed envelope graphs of forecast results, optionally displayed as a 3D surface for easier understanding
This app resamples from empirical daily returns to generate forward-in-time monte carlo paths (random walks).
No distribution shape assumptions are needed, works with empirical returns distribution (historical data as-is). This is especially useful for new assets such as crypto or more exotic equities which may not conform to normal or lognormal return assumptions, especially in shorter time periods.
Aggregates monte carlo paths into a (price, time, probability) surface. Allows user 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.
Allows user to set up bulk backtests by withholding the most recent data and examining the model versus this withheld data.
Allows display of a sampling of monte carlo random walk paths before they are aggregated, allowing highlighting of individual paths; for teaching and example purposes.
Detailed training and examples available online in the Help tab.
Raw price data from IEX Exchange or cryptocompare.com
Calificaciones y reseñas
Esta app no ha recibido suficientes calificaciones ni reseñas para mostrar un resumen.
Add popup alert to indicate that the app will work for crypto currency assets only for now due to the shutdown of a critical data provider. Update app icon to indicate Lite version per Apple request.
El desarrollador (differential enterprises) indicó que las prácticas de privacidad de la app pueden incluir el manejo de datos que se describe a continuación. Para obtener más detalles, consulta la política de privacidad del desarrollador .
No se recopilan datos
El desarrollador no recopila ningún dato en esta app.
Accesibilidad
El desarrollador aún no ha indicado cuáles funciones de accesibilidad admite esta app. Obtén detalles
Ficha técnica
- Vendedor
- differential enterprises
- Tamaño
- 949.2 KB
- Categoría
- Finanzas
- Compatibilidad
Requiere iOS 15.0 o posterior.
- iPhone
Requiere iOS 15.0 o posterior. - iPad
Requiere iPadOS 15.0 o posterior. - iPod touch
Requiere iOS 15.0 o posterior. - Mac
Requiere macOS 12.0 o posterior y una Mac con el chip M1 de Apple o posterior.
- Idiomas
- Inglés
- Edad
4+
- 4+
- Copyright
- © 2023 differential enterprises