Efficient Frontier & Risk-Parity Studio
Markowitz Efficient Frontier & Risk-Parity Portfolio Studio
Quantitative finance toolkit: time series, algorithmic backtesting, econometrics, financial NLP sentiment, and portfolio optimization.
Markowitz Efficient Frontier & Risk-Parity Portfolio Studio
Note Markowitz Mean-Variance Quadratic Optimizer & Risk-Parity Studio
Algorithmic Strategy Backtesting & Quantitative Analytics
Note Algorithmic Trading Strategy Backtester with Slippage & Drawdown Analytics
Financial NLP Sentiment Classification & Market Impact Radar
Note FinBERT Financial Sentiment & Forward Market Reaction Radar
Quantitative Modeling & Time-Series Forecasting Studio
Note Stochastic Diffusion Simulations & Monte Carlo Fan Chart Studio
Note Hamilton (1989) Forward Filter & Kim Smoother for Non-Linear Regimes
Note Bivariate Continuous-Time Heston Stochastic Volatility Estimator
Note 2,500 Periods of LOB Volatility Regimes & Parkinson/Garman-Klass Estimators
Note 1,000 Trading Days of Continuous Diffusion & Jump-Diffusion Benchmarks
Avellaneda-Stoikov HFT Optimal Market Making Simulator
Note Avellaneda-Stoikov (2008) High-Frequency Optimal Market Making & Inventory Control Simulator
Note 5,000 Collocation Nodes with Exact Greeks & PDE Residuals
Note Physics-Informed Neural Network (PINN) for Parabolic PDEs in Sobolev Space
Quantum VQE and QAOA Ising Hamiltonian portfolio optimizer.
Note In-browser exact statevector quantum simulator for QAOA & VQE portfolio optimization.
Note Parameterized quantum circuit weights and analytical parameter-shift gradient optimizer.
Note 1,000 Ising Spin-Glass financial Hamiltonian instances with spectral gaps and ground states.
Topological data analysis & persistent homology in finance.
Note Interactive 3D Takens attractor, real-time Vietoris-Rips filtration, Betti curves & persistent entropy.
Note F_2 boundary matrix reduction engine and topological condensation crash early warning detector.
Note 1,000 multi-asset time-series windows with persistent homology diagrams, Betti numbers & entropy.
Optimal transport, Sinkhorn scaling & Wasserstein finance.
Note Interactive Log-Domain Sinkhorn solver, McCann displacement geodesics & DRO stress test.
Note Stabilized Sinkhorn-Knopp optimal transport, Wasserstein barycenters & DRO CVaR engine.
Note 1,000 financial density pairs with W1/W2 distances, Sinkhorn divergence & DRO CVaR.