Quantitative finance
Live models
These run entirely in your browser. Nothing is uploaded, nothing is stored.
Efficient frontier
Mean-variance optimization over a long-only portfolio. Drag the risk target to walk the frontier.
One asset per line: ticker, expected return, volatility (decimal).
Educational models. Not investment advice.
Value-at-Risk
Historical, parametric and Monte Carlo VaR on the same return series, side by side.
Parametric VaR assumes normal returns; on real fat-tailed data it understates risk. All three methods are shown together so the gap is visible.
Option pricing
Black-Scholes price and Greeks, with the sensitivity surface.
European options, no dividends, constant volatility. Vega is per volatility point, theta per day.