Agent skill
advanced-math-trading/simulation-inference
Monte Carlo, SDE simulation, Brownian/jump processes, discretization schemes.
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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