3D Portfolio Risk Simulator — Correlated Monte Carlo VaR

This simulator extends portfolio risk to two correlated assets, generating each trial's shocks through a Cholesky decomposition so their correlation ρ is respected exactly, then combining the resulting terminal returns into one portfolio outcome. Every trial becomes a marker in a growing 3D skyline — height is the trial's portfolio return, color marks gain or loss — while an amber Value-at-Risk plane and a red Expected Shortfall plane slice horizontally through the distribution as it accumulates. Drag correlation toward +1 to watch the loss tail fatten even without raising either asset's own volatility — the signature of diversification breaking down under stress.