Monte Carlo Multivariate OANDA
This is an easy and effective way to make Monte Carlo forecasts with financial data. Different to most other models that are shown elsewhere, it is in a multivariate fashion. The probability shows where the price will maybe develop next. In the graphic one can see the comparison of the real values versus the estimated posterior values, which are called multivariate monte carlo samples.
Credits go to huseinzol05 - https://github.com/huseinzol05/Stock-Prediction-Models/blob/master/simulation/multivariate-drift-monte-carlo.ipynb from where I have adopted my version!