{"id":5724,"date":"2019-06-21T09:11:52","date_gmt":"2019-06-21T13:11:52","guid":{"rendered":"https:\/\/ibkrcampus.com\/?p=5724"},"modified":"2024-05-14T11:30:13","modified_gmt":"2024-05-14T15:30:13","slug":"monte-carlo-simulation-in-r-part-iii","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/monte-carlo-simulation-in-r-part-iii\/","title":{"rendered":"Monte Carlo Simulation in R \u2013 Part III"},"content":{"rendered":"\n<p>In a&nbsp;<a rel=\"noreferrer noopener\" aria-label=\" (opens in a new tab)\" href=\"\/campus\/ibkr-quant-news\/monte-carlo-simulation-in-r---part-ii\" target=\"_blank\">previous post<\/a>, we reviewed how to set up and run a Monte Carlo (MC) simulation of future portfolio returns and growth of a dollar. Today, we will run that simulation many times and then visualize the results.<br><br>Our ultimate goal is to build a Shiny app that enables an end user to build a custom portfolio, simulate returns and visualize the results. If you just can\u2019t wait, a link to that final Shiny app is available here.<br><br>This post builds off the work we did previously. I won\u2019t go through the logic again, but the code for building a portfolio, calculating returns, mean and standard deviation of returns and using them for a simulation is here:<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code class=\"\"># These are the package we need for today's post.\n\nlibrary(tidyquant)\nlibrary(tidyverse)\nlibrary(timetk)\nlibrary(broom)\nlibrary(highcharter)\n\nsymbols &lt;- c(\"SPY\",\"EFA\", \"IJS\", \"EEM\",\"AGG\")\n\nprices &lt;- \n  getSymbols(symbols, src = 'yahoo', \n             from = \"2012-12-31\",\n             to = \"2017-12-31\",\n             auto.assign = TRUE, warnings = FALSE) %>% \n  map(~Ad(get(.))) %>%\n  reduce(merge) %>% \n  `colnames&lt;-`(symbols)\n\nw &lt;- c(0.25, 0.25, 0.20, 0.20, 0.10)\n\nasset_returns_long &lt;-  \n  prices %>% \n  to.monthly(indexAt = \"lastof\", OHLC = FALSE) %>% \n  tk_tbl(preserve_index = TRUE, rename_index = \"date\") %>%\n  gather(asset, returns, -date) %>% \n  group_by(asset) %>%  \n  mutate(returns = (log(returns) - log(lag(returns)))) %>% \n  na.omit()\n\nportfolio_returns_tq_rebalanced_monthly &lt;- \n  asset_returns_long %>%\n  tq_portfolio(assets_col  = asset, \n               returns_col = returns,\n               weights     = w,\n               col_rename  = \"returns\",\n               rebalance_on = \"months\")\n\nmean_port_return &lt;- \n  mean(portfolio_returns_tq_rebalanced_monthly$returns)\n\nstddev_port_return &lt;- \n  sd(portfolio_returns_tq_rebalanced_monthly$returns)\n\n\nsimulation_accum_1 &lt;- function(init_value, N, mean, stdev) {\n    tibble(c(init_value, 1 + rnorm(N, mean, stdev))) %>% \n    `colnames&lt;-`(\"returns\") %>%\n    mutate(growth = \n             accumulate(returns, \n                        function(x, y) x * y)) %>% \n    select(growth)\n}<\/code><\/pre>\n\n\n\n<p>That code allows us to run one simulation of the growth of a dollar over the next 10 years, with the&nbsp;<code>simulation_accum_1()<\/code>&nbsp;that we build for that purpose. Today, we will review how to run 51 simulations, though we could choose any number (and our Shiny applications allows an end user to do us that). <\/p>\n\n\n\n<p><em>In the next article,, the author will code an empty matrix with 51 columns, an initial value of $1 and intuitive column names .<\/em><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Our ultimate goal is to build a Shiny app that enables an end user to build a custom portfolio, simulate returns and visualize the results. If you just can\u2019t wait, a link to that final Shiny app is available here.<\/p>\n","protected":false},"author":198,"featured_media":5676,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[339,343,338,352,344,342],"tags":[806,1043,487,508,1044,2536],"contributors-categories":[13650],"class_list":{"0":"post-5724","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"has-post-thumbnail","7":"category-data-science","8":"category-programing-languages","9":"category-ibkr-quant-news","10":"category-quant-north-america","11":"category-quant-regions","12":"category-r-development","13":"tag-data-science","14":"tag-monte-carlo","15":"tag-r","16":"tag-rstudio","17":"tag-tidyquant","18":"tag-visualization","19":"contributors-categories-rstudio"},"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v26.9 (Yoast SEO v27.4) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Monte Carlo Simulation in R \u2013 Part III | IBKR Quant<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.interactivebrokers.com\/campus\/wp-json\/wp\/v2\/posts\/5724\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Monte Carlo Simulation in R \u2013 Part III - IBKR Quant\" \/>\n<meta property=\"og:description\" content=\"Our ultimate goal is to build a Shiny app that enables an end user to build a custom portfolio, simulate returns and visualize the results. If you just can\u2019t wait, a link to that final Shiny app is available here.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/monte-carlo-simulation-in-r-part-iii\/\" \/>\n<meta property=\"og:site_name\" content=\"IBKR Campus US\" \/>\n<meta property=\"article:published_time\" content=\"2019-06-21T13:11:52+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2024-05-14T15:30:13+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2019\/05\/R-article.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"600\" \/>\n\t<meta property=\"og:image:height\" content=\"300\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"author\" content=\"Jonathan Regenstein\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"Jonathan Regenstein\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\n\t    \"@context\": \"https:\\\/\\\/schema.org\",\n\t    \"@graph\": [\n\t        {\n\t            \"@type\": \"NewsArticle\",\n\t            \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/monte-carlo-simulation-in-r-part-iii\\\/#article\",\n\t            \"isPartOf\": {\n\t                \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/monte-carlo-simulation-in-r-part-iii\\\/\"\n\t            },\n\t            \"author\": {\n\t                \"name\": \"Jonathan Regenstein\",\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/person\\\/9cd381f16f92f1f8cf23b43318d0561e\"\n\t            },\n\t            \"headline\": \"Monte Carlo Simulation in R \u2013 Part III\",\n\t            \"datePublished\": \"2019-06-21T13:11:52+00:00\",\n\t            \"dateModified\": \"2024-05-14T15:30:13+00:00\",\n\t            \"mainEntityOfPage\": {\n\t                \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/monte-carlo-simulation-in-r-part-iii\\\/\"\n\t            },\n\t            \"wordCount\": 203,\n\t            \"publisher\": {\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#organization\"\n\t            },\n\t            \"image\": {\n\t                \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/monte-carlo-simulation-in-r-part-iii\\\/#primaryimage\"\n\t            },\n\t            \"thumbnailUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2019\\\/05\\\/R-article.jpg\",\n\t            \"keywords\": [\n\t                \"Data Science\",\n\t                \"Monte Carlo\",\n\t                \"R\",\n\t                \"RStudio\",\n\t                \"tidyquant\",\n\t                \"Visualization\"\n\t            ],\n\t            \"articleSection\": [\n\t                \"Data Science\",\n\t                \"Programming Languages\",\n\t                \"Quant\",\n\t                \"Quant North America\",\n\t                \"Quant Regions\",\n\t                \"R Development\"\n\t            ],\n\t            \"inLanguage\": \"en-US\"\n\t        },\n\t        {\n\t            \"@type\": \"WebPage\",\n\t            \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/monte-carlo-simulation-in-r-part-iii\\\/\",\n\t            \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/monte-carlo-simulation-in-r-part-iii\\\/\",\n\t            \"name\": \"Monte Carlo Simulation in R \u2013 Part III - 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