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tufankoc
by tufankoc

monte_carlo_simulasyonu

Simulate 2,500 geometric Brownian motion price paths to produce bear, median, and bull scenarios along with VaR and CVaR for stock risk assessment.

Instructions

Geometric Brownian Motion (GBM) ile Monte Carlo Fiyat Yolu Simülasyonu gerçekleştir.

Boyle (1977) ve Glasserman (2003) tarafından teorik ve pratikte kanıtlanmış GBM modelini kullanır. 2,500 rastgele fiyat patikası simüle ederek Ayı (%5 P5), Medyan (%50 P50) ve Boğa (%95 P95) senaryoları ile VaR (Value at Risk) ve CVaR risk metriklerini hesaplar.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
sembolNoHisse kodu (ör: THYAO, GARAN, EREGL)THYAO
gun_sayisiNoSimüle edilecek gün sayısı (varsayılan 252 gün = 1 yıl)
mevcut_fiyatNoHisse mevcut fiyatı (TL)
simulasyon_sayisiNoOluşturulacak fiyat yolu sayısı (varsayılan 2500)
yillik_volatilite_pctNoYıllık volatilite / oynaklık (%)
beklenen_yillik_getiri_pctNoYıllık drift beklentisi (%)

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
resultYes
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

With no annotations, the description carries full disclosure weight. It explicitly reveals the GBM model, the fixed 2,500 simulated paths, and the computed risk metrics. It also notes randomness via 'rastgele fiyat patikası', giving an honest picture of the stochastic behavior without needing to restate schema defaults.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is compact: a first sentence stating the action, a second providing model provenance, and a third listing outputs. No repetition or filler; the citations are brief and relevant.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

The presence of an output schema covers return-value details. The description defines the model, path count, and metrics, which is sufficient for a parameterized simulation tool. It does not explain edge cases (e.g., zero volatility), but that is beyond typical selection needs.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so the baseline is 3. The description does not add parameter-level detail but reinforces the simulation context (e.g., '2,500 random price paths' matches simulasyon_sayisi default). It adds no semantics beyond the schema.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description opens with a specific verb phrase 'Geometric Brownian Motion (GBM) ile Monte Carlo Fiyat Yolu Simülasyonu gerçekleştir' and lists concrete outputs (P5/P50/P95 scenarios, VaR, CVaR), clearly distinguishing this from sibling tools like portfoy_risk_analizi or stres_testi_simulasyonu.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines2/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

There is no explicit guidance on when to choose this tool over alternatives such as stres_testi_simulasyonu or portfoy_risk_analizi. The description implies usage through 'simulate' and risk metrics but does not state conditions, exclusions, or alternative scenarios.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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