monte_carlo_portfolio

Parameters schema

{
  "type": "object",
  "required": [
    "mode",
    "assets",
    "initial_investment_eur",
    "horizon_years"
  ],
  "properties": {
    "mode": {
      "enum": [
        "simulate",
        "glide_path",
        "stress_test"
      ],
      "type": "string",
      "description": "simulate = full Monte Carlo GBM | glide_path = lifecycle target-date allocation | stress_test = 4 historical crisis scenarios"
    },
    "async": {
      "type": "boolean",
      "description": "If true, returns a job_id immediately (<200ms) instead of waiting for the result. Poll the result with job_result(job_id). Use for slow tools to avoid client timeouts."
    },
    "assets": {
      "type": "array",
      "items": {
        "type": "object",
        "required": [
          "ticker",
          "weight"
        ],
        "properties": {
          "ticker": {
            "type": "string",
            "description": "Asset ticker or identifier (e.g. SPY, QQQ, TLT, GLD, BTC, BND)."
          },
          "weight": {
            "type": "number",
            "description": "Portfolio weight (0-1). All weights must sum to 1."
          },
          "volatility_pct": {
            "type": "number",
            "description": "Annual volatility (std dev) in % (e.g. 15 for 15%). Uses ticker defaults if omitted."
          },
          "expected_return_pct": {
            "type": "number",
            "description": "Annual expected return in % (e.g. 7 for 7%). Uses ticker defaults if omitted."
          }
        }
      },
      "minItems": 1,
      "description": "Portfolio assets. Weights must sum to 1.0 (auto-normalized if not)."
    },
    "simulations": {
      "type": "number",
      "maximum": 100000,
      "minimum": 1000,
      "description": "Number of Monte Carlo simulations (1000-100000). Default 10000."
    },
    "horizon_years": {
      "type": "number",
      "maximum": 50,
      "minimum": 1,
      "description": "Investment horizon in years (1-50)."
    },
    "target_value_eur": {
      "type": "number",
      "description": "Target terminal portfolio value in EUR. Used to compute probability_target_achieved."
    },
    "confidence_intervals": {
      "type": "array",
      "items": {
        "type": "number"
      },
      "description": "Percentiles to compute in the output distribution. Default [5, 25, 50, 75, 95]."
    },
    "initial_investment_eur": {
      "type": "number",
      "description": "Initial capital in EUR (e.g. 100000 for €100k)."
    },
    "withdrawals_annual_eur": {
      "type": "number",
      "description": "Annual withdrawal amount in EUR for decumulation phase (e.g. 50000 for €50k/yr)."
    },
    "contributions_annual_eur": {
      "type": "number",
      "description": "Annual contribution in EUR (e.g. 12000 for €1000/month)."
    }
  }
}

No endpoints wrapped at confidence ≥ 0.70.

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