Example run · Rendered Markdown
Margin Cascade
Does an initial asset shock trigger margin calls, forced sales, price impact, and secondary fund stress?
Exact commandRepository root
PYTHONPATH=labs/margin-cascade/src python3 -m margin_cascade_lab --book labs/margin-cascade/examples/sample_book.csv --shock ALPHA=-0.22 --shock GAMMA=-0.08 --format markdownReal outputExit code 0
Margin Cascade Report
- Rounds simulated: 2
- Total forced liquidation: $7,142
- Systemic risk score: 41.35/100
- Most stressed fund: Beacon
Final fund health
| Fund | Assets | Debt | Equity | Margin | Leverage |
|---|---|---|---|---|---|
| Atlas | $6,838 | $0 | $6,838 | 100.0% | 1.00x |
| Beacon | $7,031 | $5,058 | $1,974 | 28.1% | 3.56x |
| Meridian | $11,034 | $6,500 | $4,534 | 41.1% | 2.43x |
| Northstar | $11,258 | $7,800 | $3,458 | 30.7% | 3.26x |
Final prices
| Asset | Initial | Final | Move |
|---|---|---|---|
| ALPHA | 100.00 | 73.53 | -26.5% |
| BETA | 58.00 | 55.12 | -5.0% |
| GAMMA | 35.00 | 32.20 | -8.0% |
| DELTA | 25.00 | 25.00 | 0.0% |
Liquidation tape
| Round | Fund | Asset | Sale value | Impact |
|---|---|---|---|---|
| 1 | Beacon | ALPHA | $4,585 | 5.73% |
| 1 | Beacon | BETA | $2,557 | 4.97% |