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BTC simulations

Some Monte Carlo simulations of simple asset selling strategies.

See the blog post (coming soon) for more details.

Running

To run the simulations:

python simulation.py

This will call out to plot.R.

To produce some extra figures used in the blog post:

Rscript plot_distributions_unbounded.R
Rscript plot_distributions_bounded.R

Dependencies

You will need:

  • Python
    • Scipy (probability distribution sampling)
  • R
    • ggplot2 (graphing)
    • rmutils (exponential distribution)

License

All code is licensed under Apache 2: see LICENSE for details.

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Some basic BTC price simulation graphs.

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