What Skein is

Skein is a free, browser-based Monte Carlo sandbox. You set three numbers (a mean, a variance, and a correlation) and it simulates thousands of possible paths, then draws them as a fan chart: a cone of outcomes that widens the more uncertain the future is. There is nothing to install, no account, and no data to upload. Drag a slider and the whole picture resimulates in under a second, so you can feel how the shape of uncertainty responds to each assumption.

Most simulation tools are locked to one field and hide the run behind a static report. Skein keeps the three real parameters in front of you and makes the chart itself the interface, so the same controls stand in for a project timeline, a batting average, or a share price without changing a single line of the math underneath.

Questions

What is a Monte Carlo fan chart?

A fan chart shows the range of outcomes a simulation produces instead of a single prediction. Skein runs thousands of random paths forward, then shades the middle 50% and middle 90% as nested bands around the median line. The band is narrow when the future is predictable and fans out wide when it is not.

How do I read the percentile bands?

The crimson line is the median: half of the simulated paths land above it and half below. The inner band covers the 25th to 75th percentile, and the outer band the 5th to 95th. So four times in five, the outcome at that step falls somewhere inside the outer band.

What do the mean, variance, and correlation sliders change?

Mean sets where the paths drift toward. Variance sets how large each random step is, which is what opens or closes the cone. Correlation sets how much each step follows the last: near zero the steps are independent, high values make long smooth swings, and negative values make the paths oscillate step to step.

Is Skein tied to finance, or any one domain?

No. The simulation never branches on a domain. The presets only swap labels and starting values, so a volatile stock and a slipping project timeline run through the exact same code. That is the point: uncertainty has the same shape wherever it shows up.

Do I need an account or an internet connection?

Neither, once the page has loaded. Everything runs in your browser. Your current scenario is encoded in the page link, so you can share or bookmark an exact setup, and you can export the chart as a PNG with one click.