The MC in MCHammer.jl stands for Monte-Carlo. This tool is inspired by seminal tools such as Oracle Crystal Ball and Palisade @RISK for their ability to quickly build and analyze Monte-Carlo simulation models using excel functions and automations. MCHammer.jl replicates their logic, functions and elemental tools in Julia, thus significantly reducing the time, complexity and effort to perform advanced modeling and simulation. Some key tools include
- Rank Correlation
- Risk Events
- Simulated Time-Series using GBM
- Simulation Charts in one function (Trend, Histogram, Density, Sensitivity)
If you have questions or want to get actively involved in developping MCHammer.jl, please reach out to [email protected]