Monte Carlo Simulation, Quantitative Finance, Python, Data Science, Data Visualization.
-1, -1], [ 1, 1, -1, ..., 1, 1, -1]]) Right in the code below, you can see the logic behind the simulation. I am going to select the first column of the coins NumPy array and multiply its values by the daily returns in the spy dataframe. Then, we subtract the trading costs per trade and, finally,