# pandas-montecarlo Release 0.0.2

Monte Carlo Simulator for Pandas

Keywords
montecarlo, simulator, monte-carlo, pandas, python
Other
Install
``` pip install pandas-montecarlo==0.0.2 ```

# Monte Carlo Simulator for Pandas Series

pandas-montecarlo is a lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data.

Changelog »

## Quick Start

Let's run a monte carlo simulation on the returns of SPY (S&P 500 Spider ETF).

First, let's download SPY's data and calculate the daily returns.

```from pandas_datareader import data

df = data.get_data_yahoo("SPY")
df['return'] = df['Adj Close'].pct_change().fillna(0)```

Next, we'll import `pandas_montecarlo` and run monte carlo simulation with 10 simulations (for demo simplifications) and bust/max drawdown set to `-10.0%` and goal threshhold set to `+100.0%` (defaults is `>=0%`):

```import pandas_montecarlo
mc = df['return'].montecarlo(sims=10, bust=-0.1, goal=1)```

Plot simulations

`mc.plot(title="SPY Returns Monte Carlo Simulations")  # optional: , figsize=(x, y)`

Show test stats

```print(mc.stats)

# prints
{
'min':    0.98088401987146789,
'max':    0.98088401987146934,
'mean':   0.98088401987146911,
'median': 0.98088401987146911,
'std':    4.0792198665315552e-16,
'maxdd': -0.17221175099828012,  # max drawdown
'bust':   0.2,  # probability of going bust
'goal':   0.0   # probability of reaching 100% goal
}```

Show bust / max drawdown stats

```print(mc.maxdd)

# prints
{
'min':    -0.27743285515585991,
'max':    -0.00031922711279186444,
'mean':   -0.07888087155686732,
'median': -0.06010335858432081,
'std':     0.062172124557467685
}```

Access raw simulations' DataFrame

`print(mc.data.head())`
```    original          1          2          3          4  ...       10
0   0.000000   0.017745  -0.002586  -0.005346  -0.042107  ...  0.00139
1   0.002647   0.000050   0.000188   0.010141   0.007443  ...  0.00108
2   0.000704   0.002916   0.005324   0.000073  -0.003238  ...  0.00071
3   0.004221   0.008564   0.001397   0.007950  -0.006392  ...  0.00902
4   0.003328  -0.000511   0.005123   0.013491  -0.005105  ...  0.00252
```

## Installation

Install `pandas_montecarlo` using `pip`:

`\$ pip install pandas_montecarlo --upgrade --no-cache-dir`

## Legal Stuff

pandas-montecarlo is distributed under the GNU Lesser General Public License v3.0. See the LICENSE.txt file in the release for details.

## P.S.

Please drop me an note with any feedback you have.

Ran Aroussi