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Markov Market Regimes — Portfolio Simulator

Interactive 3-state Markov chain of market regimes (Bull / Neutral / Bear): edit the transition matrix, Monte-Carlo the portfolio balance forward, and watch the stationary distribution converge live.

Financial Models & Markets2DModerate60 FPS

A three-state Markov chain (Bull, Neutral, Bear) drives a Monte-Carlo simulation of a portfolio's balance. Edit the transition matrix directly — each row renormalises to sum to 1 as you drag — and watch the state graph, the balance trajectory, the live stationary distribution (computed by power iteration on P) and the histogram of time spent in each regime all update together.

⚙ Under the hood

Editable 3-state Markov chain (Bull / Neutral / Bear) drives a Monte-Carlo portfolio balance simulation. Drag the transition matrix cells (auto-normalised per row), watch the state graph, balance trajectory, live stationary distribution via power iteration, and a histogram of time spent per regime.

Markov chainMonte Carlofinancestochastic processstationary distributionportfolio simulation

2D · HTML5 Canvas 2D · 60 FPS target · runs fully client-side, no install