A Monte Carlo time series analysis of the S&P 500 closing value data taken from Yahoo Finance. The S&P 500 has a clear exponential trend throughout its history, with daily statistical fluctuations. In this analysis, we first pull out the trend line, then develop a Monte Carlo model of the fluctuations to estimate the expected range of S&P 500 value relative to the expected exponential trend line.
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sdwebb/sp500_random_walk
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