skills/skills.volces.com/Quant Simulation Toolkit

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

Tool 1: binary_pricer.py

Installs
2
First Seen
Apr 5, 2026
Quant Simulation Toolkit from skills.volces.com