Python, Monte Carlo Simulation, Trading, Probability, Investment.
Value'.rjust(18)) for year in range(duration): print(year) market_return = np.random.normal(expected_returns, volatility) final_value = sip + (1+ market_return)* investment print("\t{}".ljust(10).format(round(market_return, 4)), "\t{}".rjust(10).format(round(final_value, 4))) investment =