Agent skill

advanced-math-trading/simulation-inference

Monte Carlo, SDE simulation, Brownian/jump processes, discretization schemes.

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Forks 31

Install this agent skill to your Project

npx add-skill https://github.com/majiayu000/claude-skill-registry/tree/main/skills/development/advanced-math-tradingsimulation-inference

SKILL.md

What this covers

  • Scenario generation, SDE paths, heavy-tail/ jump processes, discretization accuracy.

Navigation (load on demand)

  • docs/knowledge-base/domains/foundations/advanced-mathematics/monte-carlo-methods.md
  • docs/knowledge-base/domains/foundations/advanced-mathematics/brownian-motion-wiener-process.md
  • docs/knowledge-base/domains/foundations/advanced-mathematics/jump-diffusion-processes.md
  • docs/knowledge-base/domains/foundations/advanced-mathematics/discretization-schemes-for-sdes.md

Quick workflows

  • MC setup → monte-carlo-methods.
  • SDE pathing → Brownian/jump diffusion + discretization schemes.

Notes

  • Load only the needed process/discretization references.

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