Core Algorithms
Use Logistic Distribution to Simulate Fractional Change
LogisticDistribution provides a very good fit for fractional price changes from the previous closing price of stocks. Use EstimatedDistribution to find best fit with logistic distribution for the daily fractional price changes of Standard & Poor's 500 index from January 1, 2000 to January 1, 2009. Then use this distribution to run a simulation.
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