# MCarloRisk3D — Price/probability estimator

> Monte Carlo simulation for stock and crypto price and probability estimation. (iPhone/iPad app by differential enterprises.)

- Source: https://appshunter.io/ios/app/mcarlorisk3d/id641208540 (this page in markdown: same URL + `.md`)
- Developer: [differential enterprises](https://appshunter.io/developer/323713853)
- Category: Finance, Utilities
- Price: Free (on sale, was $4.99)
- Rating: 5.00/5 from 1 App Store ratings · 1 written reviews indexed
- Age rating: 4+
- Requires: iOS 12.0 · 2 MB
- Languages: American English
- Released: 2013-05-03
- Data updated: 2026-07-20
- Monetization: free
- User reviews in markdown: https://appshunter.io/ios/app/mcarlorisk3d/id641208540/reviews.md

## What is MCarloRisk3D?

Get estimates of price / probability distribution into the future, fast, for stocks and crypto.  Backtest your results.

Don't just multiply volatility by root(t), do a monte carlo study and cover the extreme bases.  Give the symbol-pushers a run for their money.  Can your equation throw in random, out of the ordinary shocks of different magnitude and probability? This app can!  MCarloRisk3D:  with 3D viewing options for better understanding of the estimated probability surface.  

Now with price data feeds for higher market cap crypto coins.

Stock price risk analyzer app for the common man. Now with optional Black Swan events and tunable forward volatility.

Estimates future price distribution using random walk theory.


Background discussion: E. Fama article on early random walk studies from the 1960's:

 http://www.ifa.com/Media/Images/PDF%20files/FamaRandomWalk.pdf



New model calibration tutorial:

 http://diffent.com/tuning1.pdf



The app uses prior data from the stock in question for volatility estimates. 

User can control how far back in time to use historical data to capture only the current "epoch" of a company or of the market as a whole if desired.


Built-in backtesting, verification, and model tuning tools.



-- Details --



This app models daily stock returns as a stable stochastic process and estimates a future price distribution by Monte Carlo re-sampling from an "empirical distribution" of a user-specified subset of prior (known) daily returns. 

Be sure to press the Run Monte button on the Monte Carlo tab after changing settings or downloading a new data set. 

This app downloads historical data from Google Finance as base data to resample. Prices are converted to daily returns [P(t)/P(t-1)] before resampling. The user can choose how far back to resample. By estimating a probability distribution of future prices at the user-specified investment horizon in this manner, we can give risk-of-loss estimates in thumb-rule fashion. 

Reports out estimated price and %loss estimates at the commonly used levels of 1st percentile and 5th percentile (1% and 5% risk). Also reports out median (50th percentile) price estimates at the given number of days forward. Calculations are performed on daily Closing price data. An artificial shock filter is provided, which can be used to reject the resampling of prior returns that are artificially large (due to splits or other artificial re-valuations that do not affect the underlying value of the asset).

The stochastic model may be tuned or calibrated only by adjusting the maximum number of days backwards to sample or adjusting the black swan parameters.

Model Validation features:



On the Monte Carlo tab, you can withhold any number of recent days from the model and then plot the results of the stochastic risk forecast as lower-bound envelopes at 1% and %5 estimated probability (risk) levels. 



Validate tab:



This allows you to perform an exhaustive validation on your model by withholding several points, computing the model, comparing the forward prediction of the model versus the actual reserved data, and repeating this in increasing time sequence for all withheld points.



A vertical "Cursor Beam" is provided that you can drag across the new plots in the Monte Carlo tab and the Validate tab to show the plotted values from several curves at once, with the values color-coded to the curves.



Show the full price probability plot linked to the days-forward setting of the Monte Carlo graph. This is a slice thru the probability surface generated by the Monte Carlo procedure.


The app provider makes no claims as to the suitability of this app for any purpose whatsoever, and the user should consult an investment advisor before making investment decisions.

## Key features

- Monte Carlo price/probability estimation
- Stock and crypto analysis
- Backtesting and verification
- 3D probability surface visualization
- Optional Black Swan events
- Tunable forward volatility
- Historical data resampling

## Recent user reviews (1 of 1)

All indexed reviews: https://appshunter.io/ios/app/mcarlorisk3d/id641208540/reviews.md

### 5/5 — Monte Carlo Fast and Easy Value at Risk (VAR) Analysis

*2025-10-17*

Amazing what this App does at the touch of a finger. Monte Carlo Fast and Easy Value at Risk (VAR) Analysis.  This is an analysis it took me a few minutes to develop in excel. Now available at the touch of a finger and in 3D format. Fascinating. Keep up the good work. How nice it would be to add other data, beyond stocks,  in csv format.

**Developer response:** Note:  I just pushed a build for this CSV upload option.  Thanks for the suggestion!  Watch for the update in a day or two.

## Frequently asked questions about MCarloRisk3D

### What is MCarloRisk3D used for?

MCarloRisk3D is used to estimate future price distributions for stocks and cryptocurrencies using Monte Carlo simulations. It helps users analyze market risk and backtest their investment strategies.

### Does MCarloRisk3D support both stocks and cryptocurrencies?

Yes, MCarloRisk3D provides price data feeds for higher market cap crypto coins and is also designed for stock price risk analysis.

### How does MCarloRisk3D estimate future prices?

It models daily stock returns as a stable stochastic process and estimates future price distributions by Monte Carlo re-sampling from empirical distributions of prior daily returns.

### Can MCarloRisk3D account for extreme market events?

Yes, the app includes an artificial shock filter and optional Black Swan events, allowing users to incorporate random, out-of-the-ordinary shocks of different magnitudes and probabilities.

### What kind of risk estimates does MCarloRisk3D provide?

It reports estimated price and % loss estimates at the 1st and 5th percentile levels, indicating 1% and 5% risk. It also reports median (50th percentile) price estimates.

### How frequently is MCarloRisk3D updated?

The app was last updated on April 6, 2026, with version 1.96. This indicates a recent update, suggesting ongoing development and maintenance.

### Is MCarloRisk3D available on multiple devices?

Based on the provided data, MCarloRisk3D is supported on iPads. It is not specified if it is available on other devices like iPhones or Android devices.

### What is the user rating for MCarloRisk3D?

MCarloRisk3D has a perfect rating of 5.0 stars from 1 rating, indicating a highly positive reception from its users.

## Version history (last 5 releases)

### 1.99 — 2026-07-19

Add import CSV option and help for it, to match the mac app.  Help (?) to the left of the [poly|crypto|CSV] switch tells the details of the CSV file that the app handles.

### 1.97 — 2026-06-14

Add cryptocompare key feature because this is now required to pull data from cryptocompare.com [free keys available from cryptocompare.com]

### 1.96 — 2026-04-06

Rebuild under newer Xcode, add link to new OptiViz app.

### 1.92 — 2025-11-30

Add option to specify a simple moving average length to control how the start point of the drift / diffusion forecast is set.

### 1.89 — 2025-11-26

Color code validate backtest metrics.

## Apps similar to MCarloRisk3D

| App | Rating | Price | Category |
| --- | --- | --- | --- |
| [Crypto Time Machine](https://appshunter.io/ios/app/crypto-time-machine/id1602419673) | — | Free | Finance |
| [Stock Position](https://appshunter.io/ios/app/stock-position/id634573486) | 3.0 (2) | Free | Finance |
| [FairOption](https://appshunter.io/ios/app/fairoption/id955087954) | — | $17.99 | Finance |
| [Equitapp](https://appshunter.io/ios/app/equitapp/id1479886661) | 5.0 (2) | $4.99 | Finance |
| [OptionTracker: Options Journal](https://appshunter.io/ios/app/optiontracker-options-journal/id6746660638) | 5.0 (3) | Free | Finance |
| [Risk Management Calculator](https://appshunter.io/ios/app/risk-management-calculator/id6566172081) | 5.0 (2) | Free | Finance |

## More apps by differential enterprises

- [VidUnSpool](https://appshunter.io/ios/app/vidunspool/id389779614)
- [NewsFlash! Photo/Video Filter](https://appshunter.io/ios/app/newsflash-photovideo-filter/id409907667)
- [MCarloRisk](https://appshunter.io/ios/app/mcarlorisk/id412346415)
- [GlyphDots](https://appshunter.io/ios/app/glyphdots/id497563117)
- [MVAR](https://appshunter.io/ios/app/mvar/id824381825)

All apps by differential enterprises: https://appshunter.io/developer/323713853

---

*Data collected daily from the US App Store and indexed by [AppsHunter](https://appshunter.io/). User reviews are verbatim App Store reviews. Ratings, prices and chart positions refresh continuously; this snapshot is from 2026-07-20.*