View and Edit Monte Carlo Assumptions

Where do I view and edit Monte Carlo assumptions such as volatility and the distribution used

Select your username at the top right and then go to Account. You will then be able to navigate to the Monte Carlo Assumptions section. You can change the distribution used (Normal vs. Laplace). The Laplace distribution means extreme events are more likely than the Normal distribution implies. You can also view and edit the standard deviations for asset classes and the correlations among asset classes. We do not recommend changing the correlations since this can easily make the Monte Carlo model unstable.


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