Skip to content

Instantly share code, notes, and snippets.

@anirudhjoshi
anirudhjoshi / angel_sim.py
Created September 14, 2011 04:32 — forked from jmillerinc/angel_sim.py
Monte Carlo simulation of the payoffs to angel investing
#!/usr/bin/python
#
# Monte Carlo simulation of the payoffs to angel investing.
#
# Assume a pool of N different investors, each investing in D deals,
# with a fixed time horizon and a fixed distribution of payoffs.
# Randomly simulate each investor's total payoff, then compute the
# mean and std dev of all IRRs in the overall pool.
#
# This gives an individual angel an idea of what kind of payoff &