It all started with a challenge in my financial markets class. The assignment? Simulate managing a 1,000,000 MAD portfolio on the Casablanca Stock Exchange, analyzing three years of historical data up to January 2nd.
My team and I delivered a rock-solid project. It was so well-received that our professor, Mrs. Moudine, specifically praised our Monte Carlo simulation. And that’s exactly when it clicked for me. Watching all those numbers, probabilities, VaR calculations, and ratios come to life made me think: “Okay, Monte Carlo is incredibly powerful, but do I truly grasp what’s happening under the hood?”
That’s when I decided to lock in. 🧠🔒
I sat back down at my desk, completely solo, to rebuild the model from scratch. The goal? To dissect the quantitative concepts one by one and truly understand how Wall Street operates.
The result of that solo deep-dive is fully documented in a comprehensive report. As a side note, a bit of personal pride: I ditched traditional tools and used Typst to compile the document, and the visual rendering is absolutely incredible (I’ll definitely share more on that later!).
Feel free to grab and check out the PDF right here. Enjoy the read! 🚀
📋 Interactive Report Viewer
Browse the fully compiled Typst report directly below, or download a copy for offline reference.