Stock Market, Time Series Analysis, Time Series Forecasting, Python, Monte Carlo.
https://www.huffpost.com/entry/pull-yourself-up-by-your-bootstraps-nonsense_n_5b1ed024e4b0bbb7a0e037d4 Unfortunately, the GBM method needs to make a lot of assumptions about the shape of the underlying distribution in order for it to work. Therefore I wanted to share an alternative approach called