Imminent Flair / Quantitative Research

QuantumRiskEngine

Simulation Dashboard · v0.1.0

Engine ready

0 simulations run

Scenario

Years to CRQC 7

Quantum Timeline

Migration Budget $2M

PQC Migration ($USD)

Training Exposure 15%

ML Data Exposure

Portfolio Value $500M

AUM (USD)

Confidence Level 99%

VaR Confidence

N Simulations 10,000

Monte Carlo Paths

Module 1 · Quantum Crypto

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QuantumRiskScore — probability of PQC-relevant breach within simulation horizon

Module 2 · Adversarial AI

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AdversarialThreat — composite ML attack success probability on trading stack

Module 3 · Threat Intel

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ThreatLikelihood — Bayesian posterior breach probability, sector-weighted

Module 4 · CyberVaR 99%

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Cyber-adjusted Value at Risk — annual portfolio loss at 99% confidence

Module 4 · CyberCVaR 99%

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Expected Shortfall — mean loss in worst tail beyond VaR threshold

Adversarial ML · Sharpe Impact

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Estimated Sharpe ratio degradation from adversarial ML attacks on alpha signals

simulation_engine.py — output

$ python -m core.simulation_engine --config config/scenarios/hedge_fund_baseline.yaml

# Configure parameters and press Run Simulation to execute.

Return Distribution — Baseline vs Cyber-Adjusted

Risk Score Breakdown

Cyber Stress Scenarios — Expected Annual Loss

Scenario	Return Impact	Dollar Loss	Annual Prob.	Exp. Annual Loss	Severity
Run simulation to populate stress tests