civil_worker

LTC price simulation

BITFINEX:LTCUSD   Litecoin
I use 2 different processes for simulation ,all parameters are based on historical price , keep in mind this is based on the assumption nothing will change..
and here is the result :

tart Ito processs
path 1 ,mean price 19.617421942750035
path 2 ,mean price 5.34105140554692
path 3 ,mean price 28.156416323459872
path 4 ,mean price 7.123895965240329
path 5 ,mean price 13.284381018260042
path 6 ,mean price 18.014942943624742
path 7 ,mean price 54.93321195173955
path 8 ,mean price 132.55081408648073
path 9 ,mean price 19.80880900198989
path 10 ,mean price 36.957616973501715
mean price in 5 years: 33.578856161259374
median price in 5 years: 7.875980990836307
max price in 5 years: 711.1844830750892
min price in 5 years : 0.009369988449513766

Wiener processs
path 1 ,mean price 52.12703021045326
path 2 ,mean price 73.65846751835605
path 3 ,mean price 76.57150912846586
path 4 ,mean price 19.85259680536485
path 5 ,mean price 28.04585572803826
path 6 ,mean price 1525.76864311524
path 7 ,mean price 135.92302469007367
path 8 ,mean price 89.817123077514
path 9 ,mean price 76.17398160858912
path 10 ,mean price 18.547608264680203
mean price in 5 years: 209.6485840146775
median price in 5 years: 52.08854151139097
max price in 5 years: 7659.576486165567
min price in 5 years: 0.8527951997121831
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