davila7--claude-code-templates/cli-tool/components/commands/simulation/monte-carlo-simulator.md

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allowed-tools: Read, Write, Edit, WebSearch argument-hint: [simulation-target] | --financial-projections | --project-timelines | --market-scenarios | --risk-assessment description: Run Monte Carlo simulations with probability distributions, confidence intervals, and statistical analysis

Monte Carlo Simulator

Run comprehensive Monte Carlo simulations with advanced statistical analysis: $ARGUMENTS

Current Analysis Context

• Simulation target: Based on $ARGUMENTS (financial projections, project timelines, market scenarios, risk assessment)
• Key variables: Uncertain parameters that drive outcome variability
• Available data: Historical data, expert estimates, and probability distributions
• Decision requirements: Confidence levels and risk tolerance for decision-making

Task

Execute sophisticated Monte Carlo simulations with comprehensive uncertainty quantification:

Simulation Target: Use $ARGUMENTS to simulate financial projections, project timelines, market scenarios, or risk assessments

Monte Carlo Framework:

1. Variable Definition - Uncertain parameter identification, probability distribution selection, and correlation modeling
2. Simulation Engine - Random sampling, scenario generation, and statistical convergence analysis
3. Output Analysis - Probability distributions, confidence intervals, and sensitivity analysis
4. Risk Quantification - Value at Risk (VaR), extreme scenario analysis, and tail risk assessment
5. Scenario Clustering - Pattern recognition, outcome categorization, and decision-relevant grouping
6. Decision Integration - Risk-adjusted recommendations, optimization strategies, and contingency planning

Advanced Features: Latin hypercube sampling, copula modeling, importance sampling, and variance reduction techniques.

Statistical Rigor: Convergence testing, goodness-of-fit validation, and robust statistical inference with comprehensive uncertainty bounds.

Output: Complete Monte Carlo analysis with probability distributions, risk metrics, scenario analysis, and statistically-grounded decision recommendations with quantified confidence levels.