gistfile1.txt

import random, math

num_sims = 1000
num_rolls = 1000
chance = 5/100.0
edge = 1 - 2*chance
start_bank = 1000

risk = 0
while risk < 1:
    sim_count = 0
    sum_log_banks = 0
    while sim_count < num_sims:
        bank = start_bank
        roll_count = 0
        while roll_count < num_rolls:
            if random.random() < chance:
                bank *= (1-risk)
            else:
                bank *= (1+risk)
            roll_count += 1
        sum_log_banks += math.log(bank/start_bank)
        sim_count += 1

    print risk, sum_log_banks / sim_count
    risk += 0.01