# mcp-monte-carlo

> mcp-monte-carlo — alexmartinsgomes-mcp-monte-carlo. Use this tool when you need to forecast asset price paths and estimate potential risks, as it generates simulations using Monte Carlo methods with EGARCH volatility and skewed-t shocks, providing output metrics such as risk values and percentiles. This tool solves problems related to financial forecasting and risk analysis, allowing agents to make informed decisions. It takes in asset price data and outputs simulated price paths and associated risk metrics.

Canonical page: https://skillsregistry.net/skills/alexmartinsgomes-mcp-monte-carlo  
JSON: https://api.skillsregistry.net/v1/skills/alexmartinsgomes-mcp-monte-carlo

## Description

Enables AI agents to forecast asset price paths using Monte Carlo simulation with EGARCH volatility and skewed-t shocks, providing risk metrics and percentiles.

## Trust

- **Trust score (0–1):** 0.70
- **Verification tier:** verified
- **Last scanned:** 2026-08-29

## Facts

- **Version:** 1.0.0
- **Skill type:** atomic
- **Execution layer:** mcp-remote
- **Runtime environment:** api
- **Category:** ai-ml
- **Updated:** 2026-08-29

## Source

- **Source listing:** [Glama](https://glama.ai/mcp/servers/z4vmk6k42c)
- **Repository:** <https://github.com/alexmartinsgomes/mcp-monte-carlo>

## Use it

Resolve this record through the SkillsRegistry MCP server (no auth, read-only):

```
claude mcp add --transport http --scope user skillsregistry https://api.skillsregistry.net/mcp
```

```json
{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "tools/call",
  "params": {
    "name": "get_skill",
    "arguments": {
      "slug": "alexmartinsgomes-mcp-monte-carlo"
    }
  }
}
```

REST: `GET https://api.skillsregistry.net/v1/skills/alexmartinsgomes-mcp-monte-carlo` · pull for local use: `GET https://api.skillsregistry.net/v1/skills/alexmartinsgomes-mcp-monte-carlo/pull`

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SkillsRegistry indexes agent skills from public registries and GitHub. Skills we have analysed are scanned with Circle-IR and scored on six dimensions; each listing states its scan coverage. More: https://skillsregistry.net/llms.txt