Market Simulations

Analytix simulations are developed for client applications, for internal R&D, and as illustrations of market behavior.  The simulations here illustrate our stochastic view of market behavior. 




The Rainfall simulation shows how random "draws" can accumulate into trends.  Individual draws defy "prediction," but probability persistence still generates useful trends.


Specific price paths cannot be "ordained"--neither before the fact, nor even after.  An actual price path is but one of many paths that might have emerged from given conditions.  Rewind generates "alternative realities" consistent with the actual emergent path.

Fund Sim

Fund Sim simulates portfolios with user-defined risk/return parameters applied to actual indexes.  The simulation can reflect sector and exposure strategies.  Currently offline for enhancement. Link goes to further description only.

Market Partitions

The Part-It model partitions data for maximum likelihood change points.  Currently offline for enhancement. Current link goes to further description only.

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