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~99 verified quant engines — options & Greeks, risk, macro, credit, valuation — computed live in your browser. No login. No limit. Each one unit-tested against published reference values.

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Options pricer Black–Scholes–Merton ✓ verified · call=10.4506 @ S=K=100,T=1,r=5%,σ=20%

Spot price (S)

Strike (K)

Days to expiry

Vol σ (%)

Rate r (%)

Div yield q (%)

Exercise

Call

—

Put

—

Greek	Call	Put

Implied vol — enter market price

Type

Implied σ: —

Strategy P&L Payoff engine ✓ verified · multi-leg expiry payoff, breakevens, max P/L

Preset

Spot

Monte Carlo simulator GBM · 50k paths ✓ verified · converges to Black–Scholes

Spot price

Exp. return %/yr

Volatility %/yr

Horizon (days)

Paths

Efficient frontier Markowitz · N-asset ✓ verified · global min-variance + tangency portfolio

Assets — name,return%,vol%

Avg correlation

Risk-free %

Implied vol surface Skew & term structure parametric model · explore skew and term shape

ATM vol %

Skew

Smile curv.

Short vol %

Long vol %

Term decay λ

Skew — vol vs moneyness

Term structure — vol vs maturity

Surface grid — strikes × maturities

Stress test Scenario P&L portfolio shock under historical crash scenarios

Positions — name,class,value

Classes: Equity, Bonds, Gold, Crypto, Cash, RealEstate

Portfolio backtester Equity curve & drawdown build a portfolio from return series + weights

Assets — label: r,r,r (decimals)

Weights (match order, sum ~1)

Periods / year

Equity curve

Underwater (drawdown)

Rates & fixed income

Live Treasury yield curve ● from FRED loading…

Key-rate durations curve risk decomposition

Coupon %

Years

Par rates % (1y,2y,…)

Bond convexity price vs yield

Coupon %

Yield %

Years to maturity

Risk & portfolio

GARCH(1,1) volatility forecast term structure

Daily returns

Alpha

Beta

Correlation heatmap N assets

Series — label: r,r,r (one per line)

Rolling Sharpe stability over time

Returns

Window

Periods/yr

Monthly returns calendar year × month heatmap

Monthly returns %

Start year

Macro & credit

Live macro signals ● auto from FRED loading…

Valuation & corporate finance

Equity & fundamentals

Crypto & derivatives risk

Execution & sizing

Technical & quant studies

Price studies SMA · Bollinger

Price series

SMA period

Boll. period

All outputs are computed from the inputs you enter using standard published formulas (Black–Scholes–Merton, Hull; Fabozzi duration/convexity; Estrella–Mishkin recession probit; Merton structural credit; Almgren–Chriss; Uniswap-v2 impermanent loss). They are mathematical tools for analysis and education, not investment advice. Quantora is not a registered investment adviser or broker-dealer.