Quant

Un environnement de recherche quantitative pour la Bourse de Casablanca : thèse d’investissement et analyse fondamentale d’Akdital et Attijariwafa Bank, simulation de Monte-Carlo (1000 trajectoires) et Value at Risk à 95 % sur une allocation multi-actifs réelle.

Our team’s Monte Carlo simulation for a Casablanca Stock Exchange portfolio earned the professor’s praise. The problem: I couldn’t say, with a straight face, that I understood why it worked. This is the story of the solo rebuild that followed — and the 1946 card game that gave the method its name.