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Show HN: Mortgage Calculator: 30-year vs. 5/1 ARM (Monte Carlo, Brownian Motion)

2 pointsby brntsllvnabout 4 years ago

1 comment

brntsllvnabout 4 years ago
How do you choose the &quot;right&quot; type of mortgage to optimize your net worth? This little calculator compares the payments on a 30-year fixed mortgage to the payments on a hypothetical 5&#x2F;1 ARM.<p>Since the payments on a 5&#x2F;1 ARM vary with interest rates, I used Monte Carlo simulation (with Brownian Motion) to generate possible payment paths. Then I took the 75th-percentile of 100 possible ARM paths (yep, this is a small sample size!), diffed it with the 30-year fixed payments and discounted everything back to the present day to generate a (for entertainment purposes only) recommendation.<p>The state of ARM calculators is bad. Check out the products offered by Zillow, Bank Rate or Nerd Wallet and you&#x27;ll see 1) they don&#x27;t really exist and 2) they might have some weird assumptions like interest rates staying fixed or only increasing. This isn&#x27;t reality.<p>Moreover, comparing two mortgages (e.g. 30-year fixed vs. 5&#x2F;1 ARM or 30-year fixed from one lender vs. 30-year fixed from another lender) is sorcery for most people. This stuff lives in Excel sheets on your banker&#x27;s desktop, but with some effort, I could make make the &quot;which type of mortgage and which lender?&quot; question more transparent and actionable.<p>In any case, this calculator is a simple Google sheet. It doesn&#x27;t really work on mobile: sorry. Also, you can break it with little effort. Please don&#x27;t, it&#x27;s just a headache for anyone else playing with it. Also, yes, this sheet is multi-tenant. Play with it directly or download a copy. Be sure to hover over the cells to see notes about relevant stuff.<p>I&#x27;m curious who&#x27;s interested: brntsllvn@gmail.com or linkedin.com&#x2F;in&#x2F;brent-sullivan-350230209<p>Some background on Monte Carlo and Brownian Motion: I&#x27;m convinced Monte Carlo is the right approach, but we might debate Brownian Motion as the right model. The reason I chose Brownian Motion is that the daily difference between interest rates is mostly Gaussian. Tweak the params and see what happens.
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