macro · valuation · python
Macro Financial Simulation
Solow-Swan growth → CAPM → Gordon Growth → Monte Carlo: move the sliders, watch the justified forward P/E update in real time.
Overview
An integrated macro-financial valuation framework. A Solow-Swan growth model with a Cobb-Douglas production function feeds a steady-state real growth rate into a CAPM-based required return, which a Gordon Growth Model then turns into a justified forward P/E ratio. A Monte Carlo layer quantifies the uncertainty around that estimate.
What it does
- Browser app: open
web/index.html, move the sliders, watch the justified forward P/E update live. - Clean, typed Python API (
import economics_models) for analysts and notebook users. - Original research notebook (
EconomicGrowth.ipynb) kept for reference. - Monte Carlo layer surfaces uncertainty around the central P/E estimate.
Stack
Python · HTML / JS web UI · Jupyter.
Status
Open source. Live, fully interactive, no install required for the browser version.