Visualization
Stochastic Price Path Generator
"Markets are probability distributions."
Parameters
8.0%
25.0%
10.0%
1 yr
100
Simulated Paths
90% Confidence Band
Mean Path
How it works
- • Drift (μ) controls the expected growth rate
- • Volatility (σ) determines price fluctuation intensity
- • Jump intensity adds sudden price shocks (market crashes/rallies)
What this means for investors
We don't predict single outcomes—we model distributions. This stochastic framework helps us understand the range of possible market scenarios and build strategies that perform across multiple futures, not just one imagined path.