Analysis of accuracy of GBM models on S&P500 and NASDAQ indexes
GBM on 30 days:
GBM on 60 weeks:
GBM on 100 weeks:
GBM on 100 months:
3 GBM walks on 60 weeks:
3 GBM walks on 100 months:
GBM with VIX adjustments on 100 weeks:
Martingale model on 100 weeks:
Code written by Dhruv Maniktala and Sean Wade