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Hi there! I think the answer is yes and no... ESGs are a complicated area and it depends so much on your assumptions. This package can model equity returns and short term interest rates (including correlating scenarios with copulas) but you would have to specify your own assumptions. |
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Hello! As a personal project I wanted to write a proof of concept personal finance simulator that would compute taxes and show graphs of various investment strategies. I have simple code to compute basic taxes for federal + state/local taxes in New York City, and I have ideas for a few simple investment strategies to test and graph. Is EconomicScenarioGenerators.jl ready to generate approximate monthly values for the the below categories? If so any suggestions on "reasonable" models and parameters to get started would be very much appreciated. Really the only required values would be inflation, equity returns and short-term interest rate (ideally with some modeling of co-movement between inflation and interest rates).
Thanks!
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