**Note: This post does not represent any expert guidelines in finance or bitcoin. This article is a wrap-up of a class project regarded stock market risk analysis.**

– Data Preparation from Stack Overflow: link

– language: Python

– Example code for Stock Market Project, Inspired by Jose Portilla’s Github Repo

### TL;DR

The daily return chart shows that 25% of the time it's around 0%. The tail of the daily return is very long, as much as 400%.
The Monte Carlo simulation shows that we will have between $5600 to $9000 range.

The most interesting part is here. If we look 10% empirical quantile of the final price distribution to estimate the Value at Risk for the Bitcoin price, which looks to be $925.49 for every investment of $6837.31, which accounts for 13.5% of the investment.

This means that for every initial coin you purchase at 6837.31, $925 is at risk 90% of the time from Monte Carlo Simulation.