Simulations
Sit in the seat
Every other module on this site is about analyzing markets from the outside. These two are about the actual job: running a trading book like a sales & trading desk, and building and stress-testing a portfolio like a risk or asset-management analyst.
Market Maker — a sales & trading desk
Quote a bid/ask spread around a moving price and see what actually happens to your P&L as customer flow trades against you.
You quote a bid and ask around a moving mid price for 90 ticks. A tighter spread gets hit more often but earns less per trade; a wider spread earns more per trade but gets hit less. Breach the ±40-share risk limit and the desk will forcibly hedge you at a penalty price.
Portfolio Risk Simulator — asset management & risk
Build a portfolio across 10 asset classes and run a real 500-path Monte Carlo simulation to see the full distribution of 1-year outcomes — not just an expected return, but the shape of the risk around it.
Starting portfolio: $100,000. Set weights below (they'll be normalized to 100% automatically), then run 500 simulated 1-year paths.
US Large-Cap Equities
Equities · exp. return 10.0% · vol 16%
US Small-Cap Equities
Equities · exp. return 11.0% · vol 20%
Developed Intl. Equities
Equities · exp. return 8.0% · vol 18%
Emerging Market Equities
Equities · exp. return 9.0% · vol 22%
US Investment-Grade Bonds
Fixed Income · exp. return 4.5% · vol 6%
Long-Duration US Treasuries
Fixed Income · exp. return 4.0% · vol 10%
Real Estate (REITs)
Real Assets · exp. return 8.0% · vol 19%
Gold
Real Assets · exp. return 6.0% · vol 15%
Bitcoin / Crypto
Alternatives · exp. return 35.0% · vol 65%
Cash / T-Bills
Cash · exp. return 3.0% · vol 1%
Total weight: 100