{"skill":{"slug":"quant-sim-toolkit","displayName":"Quant Simulation Toolkit","summary":"7 runnable Monte Carlo simulation tools extracted from a viral quant article. Importance sampling, particle filters, copulas, agent-based markets, variance r...","tags":{"copula":"1.0.0","finance":"1.0.0","importance-sampling":"1.0.0","latest":"1.0.0","monte-carlo":"1.0.0","particle-filter":"1.0.0","prediction-markets":"1.0.0","quant":"1.0.0","simulation":"1.0.0"},"stats":{"comments":0,"downloads":481,"installsAllTime":0,"installsCurrent":0,"stars":0,"versions":1},"createdAt":1772400913960,"updatedAt":1778491681414},"latestVersion":{"version":"1.0.0","createdAt":1772400913960,"changelog":"Quant Simulation Toolkit 1.0.0 – Initial Release\n\n- First public release with 7 standalone Python Monte Carlo simulation tools inspired by the viral \"How to Simulate Like a Quant Desk\" article.\n- Includes ready-to-run scripts for binary option pricing, rare event estimation via importance sampling, particle filtering, variance reduction (antithetic, control variate, and stratified sampling), copula simulation, agent-based market microstructure, and a full pipeline demo.\n- Requires only numpy and scipy (no external dependencies). \n- Each script is documented and can be executed individually with demo output. \n- Designed for finance, quantitative modeling, and simulation education.","license":null},"metadata":{"os":null,"systems":null},"owner":{"handle":"marcindudekdev","userId":"s175vzm8t5k5914xmjc2e3y2ed83fmy3","displayName":"Marcin Dudek","image":"https://avatars.githubusercontent.com/u/109857699?v=4"},"moderation":{"isSuspicious":false,"isMalwareBlocked":false,"verdict":"clean","reasonCodes":["review.llm_review"],"summary":"Review: review.llm_review","engineVersion":"v2.4.24","updatedAt":1778491681414}}