Alteryx > 实例探究 > 使用蒙特卡罗方法模拟股票价格

使用蒙特卡罗方法模拟股票价格

技术

分析与建模 - 数字孪生/模拟
应用基础设施与中间件 - 中间件、SDK 和库

适用行业

设备与机械
金融与保险

适用功能

物流运输

用例

库存管理
虚拟现实

关于客户

客户是 Alteryx 社区成员，他们可以从提供的用于基于蒙特卡罗模拟的预测的 Alteryx 模板中受益。他们可以使用此模板来分析股票价格并做出明智的业务决策。

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挑战

蒙特卡罗模拟广泛应用于许多行业来执行统计预测。股票价格变动的例子很常见，每个人都可以从中受益，因此我追求在 Alteryx 中实现它。主要目的是为基于蒙特卡罗模拟的预测理念提供 Alteryx 模板。

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解决方案

该解决方案首先使用 Python 库“pandas_datareader”从雅虎财经获取股票价格。然后，股票价格会附上股票名称和计算出的每日百分比变化。准备好每日平均变化、每日波动率和预测持续时间等模拟参数。蒙特卡洛模拟是使用批处理宏和 Python NumPy 库或 Alteryx“模拟采样”工具执行的。使用 Alteryx 中的各种报告和数据分析工具对仿真结果进行分析。

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运营影响

The operational results of this project were significant. The workflow forced the author to think of every corner of the Alteryx tools to achieve the final result, teaching them new skills along the way. The ability in Alteryx to inspect outcomes at every step and scale it to run for multiple iterations was very handy throughout the development of this sample use case. The sample can be extended further to add on many more features such as letting the user choose the stock to analyze, analyzing multiple stocks at the same time, building an application that lets you choose iterations for the simulation, and building a more intuitive reporting user interface to let the user dynamically analyze the simulation outcome. However, the workflow has its own challenges and can be improved further. For instance, the workflow takes a lot of time to execute. For 1000 simulations, it took about 45 minutes on an i7, 16GB RAM desktop. The reporting in the workflow is very basic for illustration purpose and can be further enhanced.

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