monte-carlo-fx-risk

A Monte-Carlo simulations for some popular FX pairs.

This notebook only includes the running of the Monte-Carlo Simulations and does not assess VoR, volatility, or potential return breakdowns.

Running the notebook different FX pairs

• Download the dataset from Kaggle and load it into a dataframe
• Select the supported currency pairs you want for your portfolio holdings
• Run the notebook

Licenses and Attributions

• The FX rates dataset is licensed under the Open Data Commons Attribution License (ODC-By) v1.0.
• FX dataset sourced from Dhruvil Dave on Kaggle