License: MIT Coverage CodeFactor Renovate enabled Python Documentation
It is well known that monkeys often outperform asset managers. This project simulates random portfolio allocation strategies (our "monkeys") and compares their performance to traditional investment approaches.
A monkey manages a fully invested long-only portfolio with a universe of n assets. The monkey picks asset i with probability p_i (where Σp_i = 1), assigns weights w_i = p_i ×ばつ X_i (where X_i is a standard uniform random variable), then rescales to ensure the portfolio remains fully invested.
The project uses uv for package management.
git clone https://github.com/tschm/monkeys.git
cd monkeys
make installmake marimo # Start interactive notebooks make test # Run tests make fmt # Format code
Run make to see all available targets.
Documentation is available at tschm.github.io/monkeys/book.
Contributions are welcome! Please run make fmt before committing.
MIT License - see LICENSE for details.