python monte carlo simulator for the returns in Simba's bogleheads spreadsheet
The spreadsheet can be downloaded here: http://www.bogleheads.org/forum/viewtopic.php?p=1912664#p1912664
for reference: http://www.bogleheads.org/wiki/Simba%27s_backtesting_spreadsheets
I took the data from the "Data_72_13" tab in the spreadsheet. The goal is to create a python script that assists in allocation discovery.
The current script finds the first portfolio with lower than 7 std deviation.
To run, type python monte_simba.py
You must have python installed. I have tested with version 2.7.1