Monte Carlo Futures Simulation - Quick Start

Get Started in 3 Steps

Step 1: Install Dependencies

pip install pandas dash plotly

Step 2: Run the Dashboard

python dashboard.py

Step 3: Open Browser

Navigate to: http://127.0.0.1:8050/

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What You Get

A single unified dashboard where you can:

1. Adjust Parameters - Change F0, K, T, r, sigma, steps, simulations

2. Build & Run - Click one button to compile C++ and execute

3. View Results - Three tabs with:
   • Simulation paths visualization
   • Statistics and distribution analysis
   • Raw simulation data

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Components

File	Purpose
dashboard.py	Main interactive dashboard (RUN THIS)
build_and_run.py	Handles C++ compilation and execution
Monte Carlo/Monte Carlo.cpp	Monte Carlo simulation engine
SETUP_INSTRUCTIONS.md	Detailed setup guide

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Parameters Explained

• F0: Initial futures price (default: 100)
• K: Strike price (default: 100)
• T: Time to maturity in years (default: 1.0)
• r: Risk-free rate (default: 0.05)
• sigma: Volatility (default: 0.2)
• steps: Time steps (default: 100)
• simulations: Number of paths (default: 1000)

Tip: Start with 1000 simulations for fast results, increase to 5000+ for accuracy.

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Output

Results saved to: Monte Carlo/simulation_results.csv

Columns:

• sim_id: Simulation path ID
• step: Time step
• price: Futures price at that step

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Windows Users

Make sure you have Visual Studio Build Tools with C++ compiler installed. If using PowerShell, use "Developer Command Prompt for Visual Studio" instead.

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Troubleshooting

Issue	Solution
"Cannot find cl.exe"	Install Visual Studio Build Tools
"No module named 'dash'"	Run pip install pandas dash plotly
Dashboard won't open	Try http://127.0.0.1:8050 in browser
Compilation fails	Check Eigen path in build_and_run.py

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Full Details

See SETUP_INSTRUCTIONS.md for complete documentation.

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