/mc-portfolio-simulator
Monte Carlo forward P&L simulator for a book. Simulates 10,000 correlated return trajectories from the shrunk covariance matrix over a caller-specified horizon (default 60 trading days) and reports the full cumulative-return distribution, max-drawdown distribution, path VaR, and
$ npx -y skills add rgourley/quant-garage --skill mc-portfolio-simulator --agent claude-codeHow it fires
How this skill gets triggered: by you, by Claude, or both.
- Fires itselfAuto-invocation. Claude auto-loads it when your prompt matches the work.
- You can call itInvoke it directly when you want it.
- Slash command
/mc-portfolio-simulator
Context preview
The summary Claude sees to decide when to auto-load this skill.
Monte Carlo forward P&L simulator for a book. Simulates 10,000 correlated return trajectories from the shrunk covariance matrix over a caller-specified horizon (default 60 trading days) and reports the full cumulative-return distribution, max-drawdown distribution, path VaR, and
Trade like a pro. Without the terminal. View the full landing page → Quant and equity research tools that run inside Claude, or behind your own UI.
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Open skill