QuantOracle Monte Carlo Portfolio Simulation

x402

QuantOracle Monte Carlo Portfolio Simulation is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.015/call, status unknown (last checked 2026-10-12).

Runs Monte Carlo simulations on a portfolio to project terminal value distributions, probability of ruin/loss/doubling, and sample price paths over a specified horizon.

Price / call$0.015

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StatusUnknown

How this service works

Free, fast quant finance calculators powered by a deterministic, multi-chain API. Black-Scholes, options profit, Kelly, VaR, crypto liquidation, and more.

Output

Returns terminal value percentiles (p5, p25, p75, p95), mean and median terminal value, CAGR, probability of loss, probability of ruin, probability of doubling, and an array of sample portfolio price paths — all computed across the requested number of simulations.

Example use cases

Example prompt

“Run a 1,000-path Monte Carlo simulation on a $100,000 portfolio over 10 years assuming 8% annual return and 12% annual volatility, with $5,000 added each year and no withdrawals — I want to see the p5/p25/median/p75/p95 terminal values, the probability it doubles, and the probability of ruin.”

Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/simulate/montecarlo?utm_source=zero.xyz

When to prefer

Use this endpoint when you need probabilistic, path-based portfolio projections — especially for retirement planning, drawdown analysis, or risk assessment with contributions/withdrawals. Prefer this over deterministic compound growth calculators when tail risk, variance, and probability distributions matter. It is well-suited for scenarios where you want to understand downside risk (prob_ruin, prob_loss) alongside upside potential across thousands of simulated paths.

Side effects

Invalid parameter types (e.g. non-numeric annual_return) return 4xx validation error
Negative initial_value or years may return an error or undefined behavior
Very large simulation counts may time out or return degraded results
Missing required fields such as years or initial_value return 400 bad request
Network or server-side failure returns 5xx with no simulation data

Input

{
  "params": {
    "fast": 10,
    "slow": 20
  },
  "prices": [
    100,
    101.5,
    102.3,
    101.8,
    103.2,
    104.1,
    103.5,
    105,
    106.2,
    105.8,
    107.1,
    108.3,
    107.9,
    109.2,
    110.1,
    109.5,
    111,
    112.3,
    111.8,
    113.2,
    114.5,
    113.9,
    115.2,
    116.1,
    115.6,
    117,
    118.2,
    117.8,
    119.1,
    120
  ],
  "strategy": "sma_crossover",
  "slippage_bps": 5,
  "commission_bps": 5,
  "initial_capital": 10000
}

Schema · Request body

Field	Type	Description
years	number	Simulation horizon in years (max 30)
annual_vol	number	Annual volatility (e.g. 0.20 = 20%)
simulations	integer	Number of Monte Carlo paths (100-2500; default 1000 matches industry standard)
annual_return	number	Expected annual return (e.g. 0.10 = 10%)
contributions	number	Periodic contribution amount (per year)
initial_value	number	Starting portfolio value
withdrawal_rate	number	Annual withdrawal rate as fraction of portfolio

Output

{
  "ms": 1592.35,
  "cagr": 0.1062,
  "_meta": {
    "url": "https://quantoracle.dev",
    "docs": "https://api.quantoracle.dev/docs",
    "calculator": "https://quantoracle.dev/monte-carlo-simulation-calculator",
    "powered_by": "QuantOracle"
  },
  "terminal": {
    "p5": 72971.25,
    "p25": 109089.32,
    "p75": 203980.33,
    "p95": 318762.68,
    "mean": 165632.92,
    "median": 150433.58
  },
  "prob_loss": 0.181,
  "prob_ruin": 0,
  "prob_double": 0.259,
  "sample_paths": [
    [
      100000,
      100053.49,
      96529.11,
      93646.94,
      98179.11,
      109674.14,
      110240.43,
      99545.96,
      98537.53,
      102959.96,
      104403,
      98601.99,
      98495.34,
      102965.51,
      99605.18,
      91000.33,
      89723.57,
      89936.41,
      86401.63,
      83940.04,
      81323.05,
      81954.82,
      81909.47,
      83760.15,
      83163.42,
      77215.16,
      80749.9,
      88648.03,
      93245.81,
      95666.2,
      99138.31,
      104558.24,
      108188.63,
      105209.96,
      102926.62,
      102884.12,
      103452.51,
      104689.72,
      100200.33,
      103504.5,
      98495.42,
      102669.03,
      105886.33,
      96944.79,
      91673.43,
      90137.42,
      92947.15,
      101722.57,
      101596.33,
      94792.4,
      108060.85,
      110967.54,
      108791.23
    ],
    [
      100000,
      100776.21,
      97441.27,
      92094.39,
      89313.92,
      80079.94,
      82636.44,
      90033.16,
      91452.52,
      93379.48,
      96549.13,
      99863.93,
      107901.12,
      100673.06,
      104288.87,
      118268.42,
      128449.74,
      117020.51,
      123377.11,
      124890.99,
      130515.96,
      128671.39,
      124150.38,
      122637.48,
      120680.45,
      125855.57,
      128577.95,
      133978.23,
      134732.18,
      137341.87,
      128432.22,
      131575.79,
      149326.14,
      152604.19,
      170671.46,
      186077.83,
      196709.72,
      174037.86,
      179260.31,
      169701.59,
      184976.01,
      168660.24,
      163057.57,
      154149.88,
      149702.63,
      151204.99,
      151617.57,
      160091.66,
      141765.15,
      141877.58,
      155882.49,
      151639.91,
      154869.79
    ],
    [
      100000,
      99244.04,
      103100.62,
      101752.57,
      98538.66,
      103256.97,
      117762.81,
      116748.03,
      129521.45,
      135520.22,
      162242.6,
      148921.99,
      152405.3,
      160203.48,
      163217.02,
      156534.76,
      147506.67,
      155967.59,
      161679.18,
      172922.85,
      194037.59,
      200236.73,
      222195.03,
      205722.87,
      204426.39,
      211277.8,
      206663.99,
      225182.6,
      211169.88,
      209580.07,
      209556.86,
      210108.86,
      212858.77,
      218605,
      234543.55,
      225237.97,
      254845.39,
      246770.7,
      264488.89,
      262234.02,
      270918.98,
      291385.63,
      324188.12,
      344551.04,
      315284.83,
      330687.46,
      312502.7,
      318344.48,
      352652.07,
      318097.6,
      302669.17,
      309602.77,
      296883.88
    ],
    [
      100000,
      99874.8,
      100811.29,
      97140.32,
      95678.51,
      100891.34,
      108561.72,
      113390.11,
      120999.41,
      124248.29,
      125705.39,
      110916.43,
      115863.04,
      109447.82,
      103980.97,
      111103.24,
      105964.5,
      103331.52,
      109757.67,
      114513.22,
      111784.19,
      106290.54,
      104647.41,
      106120.79,
      115518.05,
      121047.73,
      121865.1,
      125149.6,
      130740.03,
      136623.35,
      120732.48,
      116662.9,
      115891.45,
      102933.5,
      94392.76,
      100834.9,
      96529.08,
      90651.45,
      89518.15,
      95622.09,
      111321.89,
      104497.33,
      111002.37,
      112437.95,
      115433.12,
      106254.23,
      105972.45,
      88619.78,
      98992.82,
      101566.85,
      99113.66,
      102894.36,
      104380.93
    ],
    [
      100000,
      98754.58,
      107421,
      112888.35,
      105072.01,
      107494.05,
      122497.52,
      112417.29,
      119569.69,
      119503.96,
      116469.3,
      124804.87,
      120192.45,
      118334.41,
      130281.94,
      127177.06,
      125625.45,
      128522.25,
      132836.42,
      144281.77,
      166737.24,
      161716.1,
      150855.71,
      151006.56,
      148932.1,
      144423.68,
      142680.19,
      135547.11,
      138574.15,
      133892.03,
      139621.36,
      139050.02,
      138251.93,
      145687.75,
      152042.84,
      177876.84,
      184065.57,
      172949.22,
      162932.77,
      172810.84,
      182911.98,
      171051.85,
      179259.18,
      171898.11,
      164883.51,
      165492.83,
      175850.85,
      184745.63,
      189426.42,
      209437.05,
      198157.74,
      181594,
      185227.8
    ]
  ]
}

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