Free simulator

Monte Carlo GBM dashboard

Adjust the parameters and run a real simulation, entirely in your browser.

Parameters

Ticker (optional)

Starting price (S0)

Drift 5%

Volatility 20%

Time horizon

Paths

Mode

Starting price must be a positive number.

Runs locally in your browser via JavaScript. Ticker lookup uses live market data; nothing else leaves your browser.

Fat-tail modeling, VaR/CVaR, correlated assets, and options strategy backtesting — join the waitlist for Pro.

Set your parameters and click "Run simulation" to see results.