Quant Simulation Toolkit
Installation
SKILL.md
Quant Simulation Toolkit
Seven self-contained Python tools for quantitative simulation. Every technique here is drawn from the viral X thread by @gemchange_ltd, "How to Simulate Like a Quant Desk" (2.7M views). Each file runs standalone with python3 <file>.py and prints a formatted demo.
Dependencies: numpy, scipy. No other packages needed.
binary_pricer.py MC binary option pricing vs Black-Scholes
tail_risk.py Importance sampling for rare crash events
particle_filter.py Sequential Monte Carlo for real-time updating
variance_reduction.py Antithetic + control variate + stratified sampling
copula_sim.py Gaussian, Student-t, Clayton correlated outcomes
market_abm.py Agent-based prediction market microstructure
pipeline.py Full end-to-end pipeline connecting all six tools