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python_monte_carlo_options_trading

A Python script that performs a 10,000-Monte Carlo simulation to estimate the probability of achieving a target final value for an options investment portfolio over a specified number of months. The code also calculates some basic descriptive statistics and generates a multi-line plot with the simulated value paths. It also exports the monthly, annual and final values of the simulations to a .xlsx file for further analysis.

MC_plot

terminal

Dependencies: NumPy, Pandas, Matplotlib

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A 10,000 MC simulation for an options portfolio

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