Monte Carlo Simulator
Portfolio Monte Carlo simulation with 10,000+ scenarios. Calculate VaR, CVaR, and probability distributions using correlated asset returns.
How It Works
Model future portfolio values under uncertainty. Uses correlated returns (Cholesky decomposition) to respect asset correlations. Generates distribution of outcomes, calculates VaR (Value at Risk), CVaR (Conditional Value at Risk), and probability of meeting target returns.
Efficient Frontier Calculator
Portfolio optimization calculator using mean-variance optimization. Find the efficient frontier, maximum Sharpe ratio portfolio, and optimal asset allocations.
Portfolio Stress Testing
Fixed-income stress testing tool with interest rate and credit spread shocks. Real-time P&L impact, duration contribution, and multi-currency support.
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