markov-chain-simulator

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Markov Chain Stock Simulator

This application simulates stock prices using a Markov Chain model and provides comparison functionality for multiple stocks.

Current Configuration

• Simulation Parameters:
  • Number of simulations: 1000
  • Number of steps: 30
  • Number of states: 3
  • Discretization method: equal frequency
• Stocks data period: 1 year

How to Run

1. Clone the repository:

   git clone https://github.com/yourusername/markov-chain-simulator.git
   cd markov-chain-simulator
   

2. Install the required dependencies:

   pip install -r requirements.txt
   

3. Run the FastAPI server:

   uvicorn app.main:app --reload
   

4. Open your web browser and navigate to http://localhost:8000

Features

• Fetch historical stock data
• Run Markov Chain simulations
• Compare multiple stocks:
  • Historical price comparison
  • Returns distribution comparison
  • Simulated price comparison

Additional Information

• This project uses FastAPI for the backend and Plotly for data visualization.
• Stock data is fetched using the yfinance library.
• The Markov Chain simulation is implemented using NumPy.

For more detailed information on the implementation, please refer to the source code and comments within the project files.

License

This project is licensed under the MIT License - see the LICENSE file for details.

markov-chain-simulator

Takes in ticker symbols and price information and performs a markov chain simulation «««< HEAD

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