#Courtesy of Shizhen Wang, PGTA for BCPM0021"

setwd("/Users/..../Desktop")
sp500 <- read.csv("SP500.csv")
mean(sp500$SP500)
sd(sp500$SP500)

return_simulated<-rnorm(10000, mean=mean(sp500$SP500), sd=sd(sp500$SP500))
hist(return_simulated)

quantile(return_simulated,0.01)
quantile(return_simulated,0.03)
quantile(return_simulated,0.05)

sp500$var01 <- quantile(return_simulated,0.01)
sp500$var03 <- quantile(return_simulated,0.03)
sp500$var05 <- quantile(return_simulated,0.05)

plot(sp500$SP500,type = "l")
lines(sp500$var01,col="red")
lines(sp500$var03,col="yellow")
lines(sp500$var05,col="blue")