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MCarloRisk

MCarloRisk

Monte Carlo & factor models

5 ratings
4 reviews
📊 Productivity
💰 Finance
Free

Price history

Details

  • Released
  • Updated
  • December 31, 2010
  • July 26, 2026

Features

Developer

differential enterprises
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About

Analyze stock and cryptocurrency price probabilities using Monte Carlo simulations. This tool estimates future price distributions and risk of loss without assuming normal returns or requiring manual volatility estimates. It offers portfolio analysis, correlation, and optimization based on historical data.

✓Monte Carlo price simulations
✓Portfolio risk analysis
✓Cryptocurrency support
✓Pairwise correlation/regression
✓Customizable historical data lookback
✓Empirical distribution resampling
✓Built-in backtesting
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What's New in MCarloRisk

20.8

July 26, 2026

Patch for iOS27 beta UI bug.

User reviews

Most RecentHighest RatedLowest Rated

Great app.

Please restore PDF export.

Thanks
ItsMefistaItsMefista

Response from developer

Thanks for the review! We will look into restoring PDF export. That feature got removed due to some internal library problems that we were unable to quickly fix. Now that we know there is interest, we will try to restore that feature. *** Update April 30, we have submitted a version to Apple with the PDF export back in, look for it in a couple of days.

Extremely helpful

A wonderful and informative app! If the app crashes, erase your whole portfolio and re-enter your symbols. Thank you for the app!
god_of_irongod_of_iron

Impressive, stable and powerful

Definitely worth a look
a_yakovleva_yakovlev

I've been waiting for this

Pretty cool. I have some suggestions:
1. Adjustment option series for drift (Libor perhaps).
2. show the upperbounds as well.
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FAQ

What is MCarloRisk's primary function?

MCarloRisk analyzes stock and cryptocurrency price probabilities using Monte Carlo simulations. It estimates future price distributions and risk of loss by resampling historical return data without assuming normality.

Does MCarloRisk require manual volatility estimates?

No, MCarloRisk computes volatility estimates directly from public historical return data. You can also specify how far back the app should look to capture relevant historical behavior.

What kind of financial assets can MCarloRisk analyze?

MCarloRisk supports analysis for common stocks, top cryptocurrencies, stock-like ETFs, and short ETFs. It also offers portfolio support for these assets.

How does MCarloRisk generate future price predictions?

It models daily stock returns as a stable stochastic process and estimates future price distributions by resampling from an empirical distribution of prior daily returns. This creates thousands of possible future price walks.

What risk metrics does MCarloRisk report?

MCarloRisk reports estimated price and %loss at the 1st and 5th percentile levels (1% and 5% risk). It also provides median (50th percentile) price estimates at a user-specified investment horizon.

Can I customize the historical data used for analysis in MCarloRisk?

Yes, users can control how far back in time the app samples historical data. This allows for capturing current market "epochs" or long-term historical behavior.

Is MCarloRisk available on multiple devices?

Based on the data, MCarloRisk is supported on iPhone and iPod devices. It is designed for iOS users.

How often is MCarloRisk updated?

The latest version of MCarloRisk is 20.5, and it was last updated on September 28, 2025. This indicates a recent update and ongoing development.