monte-carlo-financial-simulator
Stochastic simulation skill for financial modeling with probability distributions and risk quantification
npx skills add a5c-ai/babysitter --skill monte-carlo-financial-simulator --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Monte Carlo Financial Simulator ## Overview The Monte Carlo Financial Simulator skill enables probabilistic financial modeling through stochastic simulation. It generates thousands of scenarios based on probability distributions to quantify risk and uncertainty in financial forecasts and valuations. ## Capabilities ### Probability Distribution Fitting - Normal distribution fitting - Lognormal distribution for positive values - Triangular distribution for expert estimates - PERT distribution modeling - Custom distribution creation - Historical data-based fitting ### Correlation Matrix Handling - Variable correlation specification - Cholesky decomposition for correlated sampling - Copula implementation - Rank correlation (Spearman) - Correlation stability testing - Partial correlation analysis ### Convergence Analysis - Sample size determination - Convergence testing - Precision metrics calculation - Stopping criteria implementation - Result stability verification - Computational efficiency optimization ### Value at Risk (VaR) Calculation - Parametric VaR - Historical simulation VaR - Monte Carlo VaR - Expected shortfall (CVaR) - Marginal VaR - Incremental VaR ### Confidence Interv
- Overview
- Capabilities
- Probability Distribution Fitting
- Correlation Matrix Handling
- Convergence Analysis
- Value at Risk (VaR) Calculation
- Confidence Interval Generation
- Crystal Ball/ModelRisk Integration
- Usage
- Risk Quantification
- Scenario Probability
- Integration
- Used By Processes
- Tools and Libraries
What does the monte-carlo-financial-simulator skill do?
Stochastic simulation skill for financial modeling with probability distributions and risk quantification
How do I install it?
Run `npx skills add a5c-ai/babysitter --skill monte-carlo-financial-simulator --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From a5c-ai/babysitter, a repository with 1,642 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.