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Overview
Drift-diffusion Monte Carlo forecaster from raw asset price data including crypto assets, with bulk backtesting.
This lite version of the app provides an intro to these types of models and runs in full screen windows, useful for demonstrations and educational purposes.
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).
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
Features
examine historical return distributions for one asset at a time, with distribution metrics computed automatically such as mean, volatility, skew (bullish/bearish), kurtosis (fat tail metric), etcdisplay returns as a histogram along with these return metricsgenerate monte carlo forecast models from empirical (actual) historical returns data, without assuming normality of returnsbacktest 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 understandingno assumptions of normality of returnsexhaustive rolling window model backtesting
What's new
Fix back button not working in Help screen.
Additional Information
- Developed by diffent.com
- Version 2024.03.29
-
Requires
Available on: PC, Surface Hub
OS: Windows 10 version 17763.0 or higher
- Published 2023-03-10
- Size 6.79 MB
- File Type appx/msix
-
Language
English (United States)
-
Permissions
Access your Internet connection
- Microsoft Store ID 9nrzsppttp70
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How to download and install MCarloRisk3DLite from the Microsoft
Method 1: Download and Install via the Microsoft Store
This is the most straightforward and secure way to get MCarloRisk3DLite.Step 1: Open the Microsoft Store
Step 2: Search for MCarloRisk3DLite
Step 3: Download and Install
Step 4: Access the App
Method 2: Download from the Official Microsoft Website
If you prefer downloading directly from the web, you can use the official Microsoft website.Step 1: Visit the MCarloRisk3DLite Page
Step 2: Download the App
Step 3: Install MCarloRisk3DLite
Step 4: Use MCarloRisk3DLite
Tips for a Smooth Installation
Conclusion:
Both methods ultimately utilize the Microsoft Store, ensuring the app's safety and reliability. Whether you prefer browsing within the Store or starting via the website, both approaches lead you to successfully download and install MCarloRisk3DLite.MCarloRisk3DLite FAQs
How to download and Install MCarloRisk3DLite on Windows PC via the NWindows Store
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