advanced-math-trading/simulation-inference

Community

Monte Carlo & SDE simulations for planning.

Authorkeith-mvs
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill focuses on Monte Carlo methods, SDE simulation, and discretization schemes for scenario planning.

Core Features & Use Cases

  • Monte Carlo Scenarios: Generate multiple market scenarios
  • SDE Simulation: Brownian and jump processes
  • Discretization Schemes: Numerical accuracy and stability

Quick Start

Example: "Run a 10,000-path Monte Carlo with a simple SDE."

Dependency Matrix

Required Modules

numpypandasscipy

Components

scriptsreferencesassets

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: advanced-math-trading/simulation-inference
Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#advanced-math-trading-simulation-inference

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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