QuantOracle

Black-Scholes pricing with 10 Greeks (delta through color).

Newton-Raphson implied volatility solver. Converges in 5-8 iterations.

Multi-leg options strategy P&L, breakevens, max profit/loss, risk/reward.

22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown, skew, kurtosis.

Kelly Criterion: discrete (win/loss) or continuous (returns series) mode.

GBM Monte Carlo with contributions/withdrawals. Up to 5000 paths.

13 technical indicators + composite signals.

N x N correlation and covariance matrices from return series.

Fixed fractional position sizing with risk/reward targets.

Drawdown decomposition with underwater curve.

Trend + volatility regime + composite risk classification.

Golden/death cross detection with signal history.

Bond price, Macaulay/modified duration, convexity, DV01.

Full amortization schedule with extra payment savings analysis.

Portfolio optimization: max Sharpe, min vol, or risk parity weights.

CRR binomial tree pricing for American and European options.

Barrier option pricing using analytical formulas.

Asian option pricing: geometric closed-form or arithmetic approximation.

Lookback option pricing (floating/fixed strike).

Option chain analytics: skew, max pain, put-call ratios.

Put-call parity check and arbitrage detection.

Build implied volatility surface from market data.

OLS linear regression with R-squared, t-stats, and standard errors.

Polynomial regression of degree n with goodness-of-fit metrics.

Engle-Granger cointegration test with hedge ratio and half-life.

Hurst exponent via rescaled range (R/S) analysis.

GARCH(1,1) volatility forecast using maximum likelihood estimation.

Rolling and static z-scores with extreme value detection.

Fit data to common distributions and rank by goodness of fit.

Correlation and covariance matrices with optional eigenvalue decomposition.

Impermanent loss calculator for Uniswap v2/v3 AMM positions.

Convert between APY and APR with configurable compounding frequency.

Liquidation price calculator for leveraged positions.

Funding rate analysis with annualization and regime detection.

DEX slippage estimator for constant-product AMM (x*y=k).

Token vesting schedule with cliff, linear/graded unlock, and TGE.

Portfolio rebalance analyzer: drift detection and trade computation.

Interest rate parity calculator with arbitrage detection.

Purchasing power parity fair value estimation.

Bootstrap forward rates from a spot yield curve.

Currency carry trade P&L decomposition.

Convert nominal returns to real returns using Fisher equation.

Taylor Rule interest rate prescription.

Real yield and breakeven inflation from nominal yields.

Parametric Value-at-Risk and Conditional VaR.

Portfolio stress test across multiple scenarios.

Multi-leg options payoff diagram data generation.

Yield curve interpolation: linear, cubic spline, or Nelson-Siegel.

Credit spread and Z-spread from bond price vs risk-free curve.

Bollinger Bands with %B, bandwidth, and squeeze detection.

Fibonacci retracement and extension levels.

Average True Range with normalized ATR and volatility regime.

Equal risk contribution portfolio weights.

Transaction cost model: commission + spread + market impact estimation.

Probabilistic Sharpe Ratio — is the observed Sharpe statistically significant? Based on Bailey & Lopez de Prado (2012).

Present value of a future lump sum and/or annuity stream.

Future value of a present lump sum and/or annuity stream.

Internal rate of return via Newton-Raphson. First cash flow is typically negative (investment).

Net present value of a cash flow series at a given discount rate.

Realized volatility: close-to-close, Parkinson, Garman-Klass, Yang-Zhang from OHLC.

Normal distribution: CDF, PDF, quantile, and confidence intervals.

Standalone Sharpe ratio from a returns series.

Compound Annual Growth Rate with optional forward projections.