Stochastic Modeling Python Packages

risksim

Portfolio Monte Carlo: aggregate simulation, Iman-Conover dependence, reinsurance layers, VaR/TVaR with bootstrap error.

heavytails

heavytails is a Python library implementing heavy-tailed probability distributions, built from first principles with NumPy-backed vectorized evaluation. The library provides comprehensive support for continuous and discrete heavy-tailed distributions, tail index estimation methods, and diagnostic utilities

epimargin

networked, stochastic SIRD epidemiological model with Bayesian parameter estimation and policy scenario comparison tools

quantspt

Stochastic Portfolio Theory toolkit for quantitative finance — functionally generated portfolios, relative arbitrage, excess growth optimization.