Simulation of the price of BTC with Monte Carlo

We carry out a daily simulation of the bitcoin price with the Monte Carlo method together with the Black-Scholes-Merton model and we calculate different scenarios for the price for the 100 days following today’s date and we also carry out price simulations taking as a starting point a year to date and compare it with the evolution that BTC has followed.

Now we are going to carry out a simulation of scenarios taking as a starting point the date of a year ago and ending today and thus we compare the real evolution of the BTC price.

Graph with the distribution of the simulated BTC prices at the end of the 365 days with two vertical lines in red indicating the values above and below 10% and with the line of the real price in black.

To carry out the calculations we have taken as a reference this page “Simulation of the bitcoin price with the Monte Carlo method“.

Calculations and images are calculated daily and uploaded on the web Charts BGeometrics and the images Monte Carlo100 days and Monte Carlo 365

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