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Monte Carlo Simulation — Streamlit App

  • juliamtw20
  • Feb 8, 2024
  • 1 min read

Updated: Nov 16, 2024

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The link here is the outcome App: https://stimulation-montecarlo-test.streamlit.app/

You can also check the code on my GitHub: https://github.com/hereisjulia/Stimulation


Walk Through the App


For the users, there are basically just two steps involve.


The first step is to choose the stocks that they want to put in their portfolio, and also choose the start and end date of holding them.


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After submit the settings, we can see the price, return, performance, and correlations!


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Second, is to determine the times of simulation, by pulling the slide and press ‘Start Simulating!’.


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The app will then show the stimulation results including their return and risk, sharpe ratio, and the performance of portfolio with the highest sharpe ratio.


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