MCarloRisk3D for PC Windows

MCarloRisk3D for Windows

Personal Finance For all ages For all ages
1 Free
Monte carlo modeler for stocks and crypto currencies, with extenstive backtesting features and no assumptions of the probability distribution shape of daily returns.

Overview

Monte Carlo price/probability forecaster with extensive backtesting and tuning, for stocks & crypto. Resamples from empirical daily returns to generate forward-in-time monte carlo paths (random walks), with user-adjustable long memory modifications such as serial resampling and fractional differencing. No distribution shape assumptions are needed, works with the empirical ("as seen in history") returns distribution. 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 returns assumptions, especially in shorter time periods. Brownian motion becomes Empirical motion in this app, since we use an empirical distribution. Similarly, fractional Brownian motion becomes fractional Empirical motion in this app, for one of the long memory options. Aggregates monte carlo paths into a (time, price, probability) surface. 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. Perform bulk backtests or exhaustive backtests to validate model. At-a-glance summary metrics of backtests are computed to estimate model quality.
 Many model tuning parameters to adjust model to observed backtests: - adjust days backward to sample to pull from older or newer price history - add black swan events (symmetric or non symmetric) - tune skew and volatility of historical returns distribution - add long memory to the monte carlo paths (as noted above) Set strike price to slice thru probability surface along the time axis to estimate probability over/under strike at a given time forward, or cumulatively up to a given time. Estimate put/call prices using the model you build at various strikes and expiration days forward. Detailed training and examples available online, noted in the Theory/Help tab of the app. Raw price data from IEX Exchange or cryptocompare.com

Features

Builds models from daily returns, not daily prices.No returns distribution shape assumptions (e.g. normal / log normal).Allows long memory models such as serial resampling and fractional empirical motion.Supports several high market cap crypto currencies.Extensive model backtesting and tuning features.Strike price support (over/under strike probabilities) and put/call price estimation.Extensive 3D viewing options of the probability surface for educational purposes.Designed for high-res displays.Put / call options grid displayed as bubbles on the forecast envelope

What's new

Allow put/call options bubble size to represent (open interest * price) or price (in addition to prior function: bubble size as open interest). Add legend on lower left of Monte Carlo chart to indicate orange bubbles = put open interest, black bubbles = call open interest. Add button to set model strike price to be the same as the selected market strike price (selected by dragging the green tracking box). This allows a quick comparison of your model\'s put/call price versus the market put/call price at various expiry dates.

Additional Information

  • Developed by Differential Enterprises LLC
  • Version 2022.03.12
  • Requires

    Available on: PC, Surface Hub

    OS: Windows 10 version 10586.0 or higher

    Keyboard: Not specified

    Mouse: Not specified

    Notes: High res display

  • Published 2020-03-02
  • Size 19.45 MB
  • File Type appx/msix
  • Language
    English (United States)
  • Permissions

    Access your Internet connection

  • Microsoft Store ID 9pgrwd4w1jw9

How to download and install MCarloRisk3D from the Microsoft

To download and install MCarloRisk3D for PC from Microsoft, here are two methods you can follow. Monte carlo modeler for stocks and crypto currencies, with extenstive backtesting features and no assumptions of the probability distribution shape of daily returns.. You can access the app directly on the Microsoft Store.

Method 1: Download and Install via the Microsoft Store

This is the most straightforward and secure way to get MCarloRisk3D.

Step 1: Open the Microsoft Store

  • Click the Start Menu (Windows logo) at the bottom-left corner of your screen.
  • Search for Microsoft Store in the search bar and open it.
  • Step 2: Search for MCarloRisk3D

  • In the Microsoft Store, type MCarloRisk3D into the search bar at the top and press Enter.
  • Select the app from the search results to open its detail page.
  • Step 3: Download and Install

  • Click the Get button (if the app is free) or Install to begin the download.
  • The app will automatically install after the download is complete.
  • Step 4: Access the App

  • Once installed, you can find MCarloRisk3D in your Start Menu or Apps List.
  • Open the app and follow the on-screen instructions to use.
  • 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 MCarloRisk3D Page

  • Open your browser and go to the MCarloRisk3D page
  • Step 2: Download the App

  • Click the Get in Store app button on the webpage.
  • This will redirect you to the Microsoft Store app on your PC.
  • Step 3: Install MCarloRisk3D

  • Follow the same steps as in Method 1 to download and install MCarloRisk3D.
  • Step 4: Use MCarloRisk3D

  • Launch MCarloRisk3D from your Start Menu or Apps List.
  • Tips for a Smooth Installation

  • Ensure your PC is connected to the internet.
  • Keep your Windows operating system updated for the best performance.
  • 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 MCarloRisk3D.
    MCarloRisk3D for PC Windows

    MCarloRisk3D for PC

    1 Free

    MCarloRisk3D FAQs

    How to download and Install MCarloRisk3D on Windows PC via the NWindows Store
    How to Search and Download MCarloRisk3D for PC Windows?

    Old versions

    MCarloRisk3D 2022.03.12

    EXE
    MSIX
    APPX
    32 bit
    64 bit
    2022-03-12

    MCarloRisk3D for PC Windows

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