R package to simulate investment portfolios.
Simulations are done by drawing ordered sequences from asset returns.
So you can ask questions like, "if I hold AAPL for 365 days, what is the probability I get a return greater than 5%".
You can adjust the start and end period of pricing data to explore how this probability changes over time.
Built this package for teaching. Useful in the classroom.
remotes::install_github("lrdegeest/simstonk")Get asset data for some time range:
appl = get_stonk("AAPL", from = "2010-01-01", to "2020-01-01")
Get the distribution of returns to holding the asset for some time range:
appl_sim = simulate_returns(appl, n_days_in_market = 30)
Plot them:
plot_sim(appl_sim, cumulative = TRUE, normalized = TRUE)
