awt_quant.forecast.stochastic.run_simulations

Run Stock Forecast Simulations using SPDEMCSimulator.

This script allows running single and multiple stock simulations with different configurations.

Usage:

python run_simulations.py –symbol AAPL –mode single python run_simulations.py –mode multi

Module Contents

awt_quant.forecast.stochastic.run_simulations.calendar = 'NYSE'

awt_quant.forecast.stochastic.run_simulations.end_dates = ['2023-10-13', '2022-08-10', '2019-06-02', '2021-02-02']

awt_quant.forecast.stochastic.run_simulations.forecast_periods = [14, 30, 60, 90, 180, 252]

awt_quant.forecast.stochastic.run_simulations.train_test_splits = [0.75]

awt_quant.forecast.stochastic.run_simulations.dt = 1

awt_quant.forecast.stochastic.run_simulations.num_paths = 1000

awt_quant.forecast.stochastic.run_simulations.num_sim = 100

awt_quant.forecast.stochastic.run_simulations.plot_vol = True

awt_quant.forecast.stochastic.run_simulations.plot_sim = False

awt_quant.forecast.stochastic.run_simulations.eq_classes = ['Heston']

awt_quant.forecast.stochastic.run_simulations.eq_class = 'Heston'

awt_quant.forecast.stochastic.run_simulations.run_single_simulation(symbol)

Runs a single simulation for a given stock symbol.

awt_quant.forecast.stochastic.run_simulations.run_multiple_simulations(symbols)

Runs multiple simulations across different stock symbols.

awt_quant.forecast.stochastic.run_simulations.parser