BTC simulations
Some Monte Carlo simulations of simple asset selling strategies.
See the blog post (coming soon) for more details.
Running
To run the simulations:
python simulation.py
This will call out to plot.R.
To produce some extra figures used in the blog post:
Rscript plot_distributions_unbounded.R
Rscript plot_distributions_bounded.R
Dependencies
You will need:
- Python
- Scipy (probability distribution sampling)
- R
- ggplot2 (graphing)
- rmutils (exponential distribution)
License
All code is licensed under Apache 2: see LICENSE for details.