A Monte Carlo simulation designed to study and determine optimal Loan-to-Value (LTV) ratios for cryptocurrency leveraging in DeFi lending protocols. The simulation can be tweked to various market conditions and risk factors to help identify the most efficient and secure LTV settings for crypto-collateralized loans.
The core simulation logic is implemented in leverage_v2.py
If you're interested on the new version of the simulation, use the leverage_tcc.py
To execute the simulation, run:
python leverage_v2.pypython leverage_tcc.py