# brotto/crng

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6 stars · 0 forks · Python · MIT

## Links

- GitHub: https://github.com/brotto/crng
- awesome-repositories: https://awesome-repositories.com/repository/brotto-crng.md

## Topics

`fat-tails` `finance` `kurtosis` `market-simulation` `monte-carlo` `open-source` `python` `quantitative-finance` `random-number-generator` `risk-management` `stochastic-processes` `volatility`

## Description

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

## Tags

### Part of an Awesome List

- [Numerical Libraries](https://awesome-repositories.com/f/awesome-lists/data/numerical-libraries.md) — Random number generator producing realistic financial market statistical signatures.
- [Quantitative Research Tools](https://awesome-repositories.com/f/awesome-lists/devtools/quantitative-research-tools.md) — Generates random numbers with market-realistic fat tails.