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1,04876176300735-1,07876176300735 480 0
48 48 48
1,07876176300735-1,10876176300735 362 073 073 073
30 30 30 30
1,10876176300735-1,13876176300735 214 176 176 176 176
1,13876176300735-1,16876176300735 108 76 76 76 76 7
7 18 748 778 808 838
0, 0 , 0, 0, 0,
1,16876176300735-1,19876176300735 53 < 8- 8- 8- 8-
734 734 734 734 734
1,19876176300735-1,22876176300735 18 00 00 00 00 00
7 63 763 763 763 763 76
61 61 61 61 61 61
187 487 787 087 387 687
7 7 7 8 8 8 8
0, 0, 0, 0, 0, 0, 0,
17 17 17 17
876 876 876 876 87
1 4 7 0 3
,7 ,7 ,7 ,8 ,8
<0 8-0 8-0 8-0 8-0
34 34 34 34 34
0 07 007 007 007 007
63 63 63 63 63 6
1,22876176300735-1,25876176300735 15 617 617 617 617 617 617
87 87 8 7 8 7 87 87
1,25876176300735-1,28876176300735 5 71 ,74 ,77 ,80 ,83 ,86 ,8
0, 0 0 0 0 0 0
>1,28876176300735 0
Value at Risk- Monte Carlo Two Security
900
800
700
600
500
400
300
200
100
0
48 48 48 48 48 48 48 48 48 48 35 35 35 35 35 35 35 35 35 35 35
073 073 073 073 073 073 073 073 073 073 007 007 007 007 007 007 007 007 007 007 007
30 30 30 30 30 30 30 30 30 30 63 63 63 63 63 63 63 63 63 63 63
176 176 176 176 176 176 176 176 176 176 617 617 617 617 617 617 617 617 617 617 617
76 76 76 76 76 76 76 76 76 76 87 87 87 87 87 87 87 87 87 87 87
718 748 778 808 838 868 898 928 958 988 ,01 ,04 ,07 ,10 ,13 ,16 ,19 ,22 ,25 ,28 ,28
, , , , , , , , , , 1 1 1 1 1 1 1 1 1 1 >1
<0 8-0 8-0 8-0 8-0 8-0 8-0 8-0 8-0 8-0 48- 35- 35- 35- 35- 35- 35- 35- 35- 35-
34 3 4 3 4 3 4 3 4 3 4 3 4 3 4 3 4 7 3 0 7 0 7 0 7 0 7 0 7 0 7 0 7 0 7 0 7
07 07 07 07 07 07 07 07 07 00 30 30 30 30 30 30 30 30 30
630 630 630 630 630 630 630 630 630 763 176 176 176 176 176 176 176 176 176
17 17 17 17 17 17 17 17 17 61 76 76 76 76 76 76 76 76 76
876 876 876 876 876 876 876 876 876 887 018 048 078 108 138 168 198 228 258
71 ,74 ,77 ,80 ,83 ,86 ,89 ,92 ,95 0,9 1, 1, 1, 1, 1, 1, 1, 1, 1,
0, 0 0 0 0 0 0 0 0
17 17 17 17 17 17 17 17 17 17 61 61 61 61 61 61 61 61 61 61 61
876 876 876 876 876 876 876 876 876 876 187 487 787 087 387 687 987 287 587 887 887
1 4 7 0 3 6 9 2 5 8 0 0 0 1 1 1 1 2 2 2 2
,7 ,7 ,7 ,8 ,8 ,8 ,8 ,9 ,9 ,9 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, >1,
<0 8-0 8-0 8-0 8-0 8-0 8-0 8-0 8-0 8-0 48- 35- 35- 35- 35- 35- 35- 35- 35- 35-
34 34 34 34 34 34 34 34 34 73 07 07 07 07 07 07 07 07 07
007 007 007 007 007 007 007 007 007 300 630 630 630 630 630 630 630 630 630
63 63 63 63 63 63 63 63 63 76 17 17 17 17 17 17 17 17 17
617 617 617 617 617 617 617 617 617 761 876 876 876 876 876 876 876 876 876
87 87 87 87 87 87 87 87 87 88 ,01 ,04 ,07 ,10 ,13 ,16 ,19 ,22 ,25
71 ,74 ,77 ,80 ,83 ,86 ,89 ,92 ,95 0,9 1 1 1 1 1 1 1 1 1
0, 0 0 0 0 0 0 0 0
35 35
0 07 007
3 63
617
87
61
87
Date AAPL Close AAPL %Change GLD Close GLD %Change
3/7/2018 175.03 125.72 Variance
3/8/2018 176.94 0.01085 125.42 -0.00239 St Dev
3/9/2018 179.98 0.01704 125.54 0.00096 Covariance
3/12/2018 181.72 0.00962 125.54 0.00000
3/13/2018 179.97 -0.00968 125.78 0.00191
3/14/2018 178.44 -0.00854 125.70 -0.00064
3/15/2018 178.65 0.00118 124.90 -0.00638
3/16/2018 178.02 -0.00353 124.60 -0.00240
3/19/2018 175.30 -0.01540 124.87 0.00216
3/20/2018 175.24 -0.00034 124.31 -0.00449
3/21/2018 171.27 -0.02292 126.48 0.01731
3/22/2018 168.85 -0.01423 125.98 -0.00396
3/23/2018 164.94 -0.02343 127.61 0.01286
3/26/2018 172.77 0.04638 128.28 0.00524
3/27/2018 168.34 -0.02598 127.49 -0.00618
3/28/2018 166.48 -0.01111 125.73 -0.01390
3/29/2018 167.78 0.00778 125.79 0.00048
4/2/2018 166.68 -0.00658 127.26 0.01162
4/3/2018 168.39 0.01021 126.30 -0.00757
4/4/2018 171.61 0.01894 126.45 0.00119
4/5/2018 172.80 0.00691 125.80 -0.00515
4/6/2018 168.38 -0.02591 126.39 0.00468
4/9/2018 170.05 0.00987 126.82 0.00340
4/10/2018 173.25 0.01864 127.12 0.00236
4/11/2018 172.44 -0.00469 128.11 0.00776
4/12/2018 174.14 0.00981 126.62 -0.01170
4/13/2018 174.73 0.00338 127.45 0.00653
4/16/2018 175.82 0.00622 127.63 0.00141
4/17/2018 178.24 0.01367 127.75 0.00094
4/18/2018 177.84 -0.00225 127.85 0.00078
4/19/2018 172.80 -0.02875 127.60 -0.00196
4/20/2018 165.72 -0.04184 126.63 -0.00763
4/23/2018 165.24 -0.00290 125.62 -0.00801
4/24/2018 162.94 -0.01402 126.23 0.00484
4/25/2018 163.65 0.00435 125.41 -0.00652
4/26/2018 164.22 0.00348 124.97 -0.00351
4/27/2018 162.32 -0.01164 125.50 0.00423
4/30/2018 165.26 0.01795 124.59 -0.00728
5/1/2018 169.10 0.02297 123.71 -0.00709
5/2/2018 176.57 0.04323 123.65 -0.00049
5/3/2018 176.89 0.00181 124.28 0.00508
5/4/2018 183.83 0.03848 124.54 0.00209
5/7/2018 185.16 0.00721 124.57 0.00024
5/8/2018 186.05 0.00480 124.59 0.00016
5/9/2018 187.36 0.00702 124.33 -0.00209
5/10/2018 190.04 0.01420 125.18 0.00681
5/11/2018 188.59 -0.00766 125.00 -0.00144
5/14/2018 188.15 -0.00234 124.49 -0.00409
5/15/2018 186.44 -0.00913 122.48 -0.01628
5/16/2018 188.18 0.00929 122.29 -0.00155
5/17/2018 186.99 -0.00634 122.36 0.00057
5/18/2018 186.31 -0.00364 122.41 0.00041
5/21/2018 187.63 0.00706 122.48 0.00057
5/22/2018 187.16 -0.00251 122.41 -0.00057
5/23/2018 188.36 0.00639 122.54 0.00106
5/24/2018 188.15 -0.00112 123.59 0.00853
5/25/2018 188.58 0.00228 123.21 -0.00308
5/29/2018 187.90 -0.00361 123.19 -0.00016
5/30/2018 187.50 -0.00213 123.37 0.00146
5/31/2018 186.87 -0.00337 123.10 -0.00219
6/1/2018 190.24 0.01787 122.49 -0.00497
6/4/2018 191.83 0.00832 122.37 -0.00098
6/5/2018 193.31 0.00769 122.85 0.00391
6/6/2018 193.98 0.00346 122.92 0.00057
6/7/2018 193.46 -0.00268 122.86 -0.00049
6/8/2018 191.70 -0.00914 123.01 0.00122
6/11/2018 191.23 -0.00245 123.23 0.00179
6/12/2018 192.28 0.00548 122.82 -0.00333
6/13/2018 190.70 -0.00825 123.19 0.00301
6/14/2018 190.80 0.00052 123.38 0.00154
6/15/2018 188.84 -0.01033 121.34 -0.01667
6/18/2018 188.74 -0.00053 121.11 -0.00190
6/19/2018 185.69 -0.01629 120.80 -0.00256
6/20/2018 186.50 0.00435 120.26 -0.00448
6/21/2018 185.46 -0.00559 120.05 -0.00175
6/22/2018 184.92 -0.00292 120.34 0.00241
6/25/2018 182.17 -0.01498 119.89 -0.00375
6/26/2018 184.43 0.01233 119.26 -0.00527
6/27/2018 184.16 -0.00146 118.58 -0.00572
6/28/2018 185.50 0.00725 118.22 -0.00304
6/29/2018 185.11 -0.00210 118.65 0.00363
7/2/2018 187.18 0.01112 117.46 -0.01008
7/3/2018 183.92 -0.01757 118.65 0.01008
7/5/2018 185.40 0.00801 119.05 0.00337
7/6/2018 187.97 0.01377 118.86 -0.00160
7/9/2018 190.58 0.01379 119.15 0.00244
7/10/2018 190.35 -0.00121 118.93 -0.00185
7/11/2018 187.88 -0.01306 117.64 -0.01091
7/12/2018 191.03 0.01663 118.13 0.00416
7/13/2018 191.33 0.00157 117.61 -0.00441
7/16/2018 190.91 -0.00220 117.55 -0.00051
7/17/2018 191.45 0.00282 116.28 -0.01086
7/18/2018 190.40 -0.00550 116.31 0.00026
7/19/2018 191.88 0.00774 115.81 -0.00431
7/20/2018 191.44 -0.00230 116.56 0.00646
7/23/2018 191.61 0.00089 116.00 -0.00482
7/24/2018 193.00 0.00723 116.04 0.00034
7/25/2018 194.82 0.00939 116.68 0.00550
7/26/2018 194.21 -0.00314 115.77 -0.00783
7/27/2018 190.98 -0.01677 115.83 0.00052
7/30/2018 189.91 -0.00562 115.65 -0.00156
7/31/2018 190.29 0.00200 115.99 0.00294
8/1/2018 201.50 0.05724 115.14 -0.00736
8/2/2018 207.39 0.02881 114.52 -0.00540
8/3/2018 207.99 0.00289 114.92 0.00349
8/6/2018 209.07 0.00518 114.33 -0.00515
8/7/2018 207.11 -0.00942 114.59 0.00227
8/8/2018 207.25 0.00068 114.91 0.00279
8/9/2018 208.88 0.00783 114.74 -0.00148
8/10/2018 207.53 -0.00648 114.69 -0.00044
8/13/2018 208.87 0.00644 112.96 -0.01520
8/14/2018 209.75 0.00420 113.07 0.00097
8/15/2018 210.24 0.00233 111.19 -0.01677
8/16/2018 213.32 0.01454 111.10 -0.00081
8/17/2018 217.58 0.01977 112.13 0.00923
8/20/2018 215.46 -0.00979 112.69 0.00498
8/21/2018 215.04 -0.00195 113.02 0.00292
8/22/2018 215.05 0.00005 113.27 0.00221
8/23/2018 215.49 0.00204 112.20 -0.00949
8/24/2018 216.16 0.00310 114.16 0.01732
8/27/2018 217.94 0.00820 114.59 0.00376
8/28/2018 219.70 0.00804 113.68 -0.00797
8/29/2018 222.98 0.01482 114.20 0.00456
8/30/2018 225.03 0.00915 113.64 -0.00492
8/31/2018 227.63 0.01149 113.51 -0.00114
9/4/2018 228.36 0.00320 112.93 -0.00512
9/5/2018 226.87 -0.00655 113.32 0.00345
9/6/2018 223.10 -0.01676 113.54 0.00194
9/7/2018 221.30 -0.00810 113.23 -0.00273
9/10/2018 218.33 -0.01351 113.15 -0.00071
9/11/2018 223.85 0.02497 113.22 0.00062
9/12/2018 221.07 -0.01250 114.17 0.00836
9/13/2018 226.41 0.02387 113.76 -0.00360
9/14/2018 223.84 -0.01142 113.02 -0.00653
9/17/2018 217.88 -0.02699 113.61 0.00521
9/18/2018 218.24 0.00165 113.44 -0.00150
9/19/2018 218.37 0.00060 113.88 0.00387
9/20/2018 220.03 0.00757 114.27 0.00342
9/21/2018 217.66 -0.01083 113.49 -0.00685
9/24/2018 220.79 0.01428 113.47 -0.00018
9/25/2018 222.19 0.00632 113.65 0.00159
9/26/2018 220.42 -0.00800 113.05 -0.00529
9/27/2018 224.95 0.02034 112.05 -0.00888
9/28/2018 225.74 0.00351 112.76 0.00632
10/1/2018 227.26 0.00671 112.57 -0.00169
10/2/2018 229.28 0.00885 113.87 0.01148
10/3/2018 232.07 0.01210 113.42 -0.00396
10/4/2018 227.99 -0.01774 113.48 0.00053
10/5/2018 224.29 -0.01636 113.80 0.00282
10/8/2018 223.77 -0.00232 112.54 -0.01113
10/9/2018 226.87 0.01376 112.60 0.00053
10/10/2018 216.36 -0.04743 112.88 0.00248
10/11/2018 214.45 -0.00887 115.78 0.02537
10/12/2018 222.11 0.03510 115.23 -0.00476
10/15/2018 217.36 -0.02162 116.00 0.00666
10/16/2018 222.15 0.02180 115.80 -0.00173
10/17/2018 221.19 -0.00433 115.79 -0.00009
10/18/2018 216.02 -0.02365 115.92 0.00112
10/19/2018 219.31 0.01512 116.01 0.00078
10/22/2018 220.65 0.00609 115.71 -0.00259
10/23/2018 222.73 0.00938 116.39 0.00586
10/24/2018 215.09 -0.03490 116.66 0.00232
10/25/2018 219.80 0.02166 116.40 -0.00223
10/26/2018 216.30 -0.01605 116.77 0.00317
10/29/2018 212.24 -0.01895 116.31 -0.00395
10/30/2018 213.30 0.00498 115.80 -0.00439
10/31/2018 218.86 0.02573 115.15 -0.00563
11/1/2018 222.22 0.01524 116.63 0.01277
11/2/2018 207.48 -0.06863 116.65 0.00017
11/5/2018 201.59 -0.02880 116.37 -0.00240
11/6/2018 203.77 0.01076 116.04 -0.00284
11/7/2018 209.95 0.02988 116.03 -0.00009
11/8/2018 208.49 -0.00698 115.78 -0.00216
11/9/2018 204.47 -0.01947 114.48 -0.01129
11/12/2018 194.17 -0.05169 113.66 -0.00719
11/13/2018 192.23 -0.01004 113.70 0.00035
11/14/2018 186.80 -0.02865 114.64 0.00823
11/15/2018 191.41 0.02438 114.77 0.00113
11/16/2018 193.53 0.01101 115.62 0.00738
11/19/2018 185.86 -0.04044 115.67 0.00043
11/20/2018 176.98 -0.04896 115.67 0.00000
11/21/2018 176.78 -0.00113 115.86 0.00164
11/23/2018 172.29 -0.02573 115.77 -0.00078
11/26/2018 174.62 0.01343 115.64 -0.00112
11/27/2018 174.24 -0.00218 114.95 -0.00598
11/28/2018 180.94 0.03773 115.38 0.00373
11/29/2018 179.55 -0.00771 115.74 0.00312
11/30/2018 178.58 -0.00542 115.54 -0.00173
12/3/2018 184.82 0.03435 116.41 0.00750
12/4/2018 176.69 -0.04499 117.12 0.00608
12/6/2018 174.72 -0.01121 117.14 0.00017
12/7/2018 168.49 -0.03631 118.09 0.00808
12/10/2018 169.60 0.00657 117.68 -0.00348
12/11/2018 168.63 -0.00574 117.54 -0.00119
12/12/2018 169.10 0.00278 117.79 0.00212
12/13/2018 170.95 0.01088 117.53 -0.00221
12/14/2018 165.48 -0.03252 117.06 -0.00401
12/17/2018 163.94 -0.00935 117.87 0.00690
12/18/2018 166.07 0.01291 118.15 0.00237
12/19/2018 160.89 -0.03169 117.43 -0.00611
12/20/2018 156.83 -0.02556 119.24 0.01530
12/21/2018 150.73 -0.03967 118.72 -0.00437
12/24/2018 146.83 -0.02621 120.02 0.01089
12/26/2018 157.17 0.06805 119.66 -0.00300
12/27/2018 156.15 -0.00651 120.57 0.00758
12/28/2018 156.23 0.00051 121.06 0.00406
12/31/2018 157.74 0.00962 121.25 0.00157
1/2/2019 157.92 0.00114 121.33 0.00066
1/3/2019 142.19 -0.10492 122.43 0.00903
1/4/2019 148.26 0.04180 121.44 -0.00812
1/7/2019 147.93 -0.00223 121.86 0.00345
1/8/2019 150.75 0.01888 121.53 -0.00271
1/9/2019 153.31 0.01684 122.31 0.00640
1/10/2019 153.80 0.00319 121.59 -0.00590
1/11/2019 152.29 -0.00987 121.80 0.00173
1/14/2019 150.00 -0.01515 122.09 0.00238
1/15/2019 153.07 0.02026 121.88 -0.00172
1/16/2019 154.94 0.01214 122.27 0.00319
1/17/2019 155.86 0.00592 122.11 -0.00131
1/18/2019 156.82 0.00614 121.02 -0.00897
1/22/2019 153.30 -0.02270 121.45 0.00355
1/23/2019 153.92 0.00404 121.28 -0.00140
1/24/2019 152.70 -0.00796 121.09 -0.00157
1/25/2019 157.76 0.03260 122.86 0.01451
1/28/2019 156.30 -0.00930 123.29 0.00349
1/29/2019 154.68 -0.01042 123.98 0.00558
1/30/2019 165.25 0.06610 124.69 0.00571
1/31/2019 166.44 0.00718 124.75 0.00048
2/1/2019 166.52 0.00048 124.50 -0.00201
2/4/2019 171.25 0.02801 123.96 -0.00435
2/5/2019 174.18 0.01696 124.28 0.00258
2/6/2019 174.24 0.00034 123.44 -0.00678
2/7/2019 170.94 -0.01912 123.74 0.00243
2/8/2019 170.41 -0.00311 124.21 0.00379
2/11/2019 169.43 -0.00577 123.60 -0.00492
2/12/2019 170.89 0.00858 123.86 0.00210
2/13/2019 170.18 -0.00416 123.37 -0.00396
2/14/2019 170.80 0.00364 124.06 0.00558
2/15/2019 170.42 -0.00223 124.80 0.00595
2/19/2019 170.93 0.00299 126.70 0.01511
2/20/2019 172.03 0.00641 126.48 -0.00174
2/21/2019 171.06 -0.00565 125.05 -0.01137
2/22/2019 172.97 0.01110 125.50 0.00359
2/25/2019 174.23 0.00726 125.37 -0.00104
2/26/2019 174.33 0.00057 125.58 0.00167
2/27/2019 174.87 0.00309 124.69 -0.00711
2/28/2019 173.15 -0.00988 123.99 -0.00563
3/1/2019 174.97 0.01046 121.88 -0.01716
3/4/2019 175.85 0.00502 121.56 -0.00263
3/5/2019 175.53 -0.00182 121.72 0.00132
3/6/2019 174.52 -0.00577 121.61 -0.00090
3/7/2019 172.50 -0.01164 121.51 -0.00082
3/8/2019 172.91 0.00237 122.84 0.01089
AAPL GLD
0.0935 0.0092
0.305697983 0.0959
-0.0028