TRY Carry Trade Analysis
Monte Carlo simulation and regime-conditioned modeling of the Turkish Lira carry trade. Generates 10,000 forward paths under GBM with state-dependent volatility, and decomposes realised returns into carry, spot, and regime components.
Visualization preview
Monte Carlo · 1,000 pathsgeometric brownian · 12m horizon · μ=8% σ=18%
Above median Below Median path
P5
−15.7%
P50 · Median
+9.0%
P95
+41.7%
P(loss)
33.8%
Indicative preview · the live dashboard fetches real-time data and exposes interactive controls.
Overview
Monte Carlo simulation and regime-conditioned modeling of the Turkish Lira carry trade. Generates 10,000 forward paths under GBM with state-dependent volatility, and decomposes realised returns into carry, spot, and regime components.
What’s inside
- Interactive Streamlit dashboard with real-time controls and parameters.
- Methodology documentation explaining inputs, transforms, and outputs.
- Ranked tables, distribution charts, and rolling-window diagnostics.
- Cross-asset comparisons against benchmarks where relevant.