LQM solution / Simulation
Generate scenarios you can reproduce.
Seeded stochastic simulation, correlated processes and portfolio stress paths with traceable parameters.
Relevant models
01
Geometric Brownian Motion
Available through the governed LargeQuant model/runtime stack where applicable.
02
Correlated GBM
Available through the governed LargeQuant model/runtime stack where applicable.
03
Portfolio Stress Scenario
Available through the governed LargeQuant model/runtime stack where applicable.
Why LQM-first
The output can be scored against reality.
LargeQuant keeps numerical authority explicit so results can be benchmarked, governed, observed and revisited when outcomes arrive.
01
Explicit model identity.
Know which quantitative method produced the result.
Know which quantitative method produced the result.
02
Benchmarkable.
Evaluate numerical performance rather than eloquence.
Evaluate numerical performance rather than eloquence.
03
Evidence-linked.
Preserve execution lineage where the result matters.
Preserve execution lineage where the result matters.