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Revamp repo into Monte Carlo portfolio simulator website#1

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jakechinitz merged 1 commit into
claude/portfolio-allocation-strategy-3pIEvfrom
claude/portfolio-website-revamp-rtRf6
Feb 25, 2026
Merged

Revamp repo into Monte Carlo portfolio simulator website#1
jakechinitz merged 1 commit into
claude/portfolio-allocation-strategy-3pIEvfrom
claude/portfolio-website-revamp-rtRf6

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Full React + Vite web application matching AI-forecasting site aesthetic:

  • Monte Carlo engine with fat-tailed distributions (Student-t), volatility clustering, and correlated multi-asset return generation via Cholesky decomposition
  • 35+ pre-defined assets (ETFs, stocks, crypto, leveraged, return-stacked) with proper model calibration per asset class
  • Crash regime system: Standard (deflationary), Inflationary, and Liquidity crisis modes with adjustable probability-weighted mixing
  • Toggle between Simulated, Actual, and Hybrid return modes
  • Actual returns fetched from Yahoo Finance with comparable asset fallback for short-history products and conditional simulation for gap filling
  • Leveraged product modeling (UPRO, TQQQ) with beta slippage
  • Return-stacked product modeling (RSST, RSSB) with overlay mechanics
  • Fan chart, CAGR distribution histogram, drawdown chart, and full percentile breakdown table in results dashboard
  • Preset portfolios (60/40, All Weather, Return Stacked, etc.)
  • Responsive sidebar navigation with mobile tab bar
  • Inter + JetBrains Mono typography, clean minimal design

https://claude.ai/code/session_016ospNqZBi5SkHVYsFSZxYk

Full React + Vite web application matching AI-forecasting site aesthetic:

- Monte Carlo engine with fat-tailed distributions (Student-t), volatility
  clustering, and correlated multi-asset return generation via Cholesky
  decomposition
- 35+ pre-defined assets (ETFs, stocks, crypto, leveraged, return-stacked)
  with proper model calibration per asset class
- Crash regime system: Standard (deflationary), Inflationary, and Liquidity
  crisis modes with adjustable probability-weighted mixing
- Toggle between Simulated, Actual, and Hybrid return modes
- Actual returns fetched from Yahoo Finance with comparable asset fallback
  for short-history products and conditional simulation for gap filling
- Leveraged product modeling (UPRO, TQQQ) with beta slippage
- Return-stacked product modeling (RSST, RSSB) with overlay mechanics
- Fan chart, CAGR distribution histogram, drawdown chart, and full
  percentile breakdown table in results dashboard
- Preset portfolios (60/40, All Weather, Return Stacked, etc.)
- Responsive sidebar navigation with mobile tab bar
- Inter + JetBrains Mono typography, clean minimal design

https://claude.ai/code/session_016ospNqZBi5SkHVYsFSZxYk
@jakechinitz jakechinitz merged commit f27607d into claude/portfolio-allocation-strategy-3pIEv Feb 25, 2026
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2 participants