Simulating Various Asset Allocation Strategies
Project Overview
Monte Carlo and Historical simulations of various asset allocation strategies in retirement funds. This module models:
- Growth of contributions over time (Roth/Traditional)
- Performance of various asset allocation strategies and glide paths using both monte carlo simulations and historical data
- Impact of Federal and NYS tax
- Withdrawals, SSI, RMDs, and more
Examples and Results
| Time Series Plot (Historical Simulations) |
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| Histogram of Ending Balance (Monte Carlo Simulations) |
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More details and examples can be found on my github, below.