stock simple random walk

rw.pl

#!/usr/bin/env perl
use strict;
use warnings;
use utf8;
use 5.012000;
use autodie;
use Math::Random;
use Statistics::Descriptive;


my $N = 1000;
my $M = 100;
my $T = 100;
my $win_val = 10; 
my $lose_val = -5; 
my $tax = 0.2;
my $trend_per = 0.5;
my $sigma = 0.1;
my @benefit;


for my $n (1..$N) {
    my $benefit = 0;
    for my $m (1..$M) {
        my $win_per = random_normal($n, $trend_per, $sigma);
        my $money = 0;
        my $flag = 0;
        for my $i (1..$T) {
            (rand() < $win_per ) ? $money++ : $money--;
            if ($money >= $win_val) {
                $benefit += $money * (1 - $tax);
                $flag = 1;
                last;
            }
            if ($money <= $lose_val) {
                $benefit += $money;
                $flag = 1;
                last;
            }
        }
        unless ($flag) {
            $benefit += ( $money > 0 ? $money * (1 - $tax) : $money );
        }
    }
    push @benefit, $benefit;
}
my $stat = Statistics::Descriptive::Full->new();
$stat->add_data(@benefit);
say $stat->mean();
say $stat->standard_deviation();