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Monte Carlo Geometric Brownian Motion Portfolio Simulator (500 Paths)

Runs 500 stochastic Geometric Brownian Motion (GBM) simulation paths to estimate 10th, 50th (median), and 90th percentile future portfolio outcomes.

Call it (no API key)

GET https://api.agentdatahub.de/api/v1/call/quant-monte-carlo-simulation?initial_value=10000&expected_return_pct=10&volatility_pct=20&years=5&compact=1

Full metadata: without compact=1 · Markdown: format=llm · Only some fields: add &fields=a,b.c · MCP: tool call_api with {"apiId":"quant-monte-carlo-simulation"}

Parameters

Example response (live, compact)

{
  "apiId": "quant-monte-carlo-simulation",
  "data_freshness": "live",
  "data": {
    "initial_value": 10000,
    "years": 5,
    "bear_10th_percentile": 8410.31,
    "conservative_25th_percentile": 11033.59,
    "median_50th_percentile": 14918.25,
    "mean_expected_value": 16487.21,
    "bull_75th_percentile": 20170.6,
    "extreme_bull_90th_percentile": 26462.05
  },
  "source": "100% Platform Stochastic Quant Engine",
  "license": "100% Platform Owned Compute"
}

Source & license