Quantitative

A backtesting tool that runs entirely in the browser — no installation required, just open and use. Core Features GJR-GARCH(1,1) + Student-t Data Generation — Generates simulated market data with realistic statistical properties (fat tails, volatility clustering, leverage effect) 8 Market Presets — Steady Bull, Choppy, Bull-to-Bear, V-Shaped Recovery, Black Swan, Earnings Season, Breakout, High Volatility Multi-Timeframe Support — Daily / 4H / 1H / 15min / 5min / 1min Full Backtest Engine — Market / Limit / Stop / Stop-Limit orders, supports both long and short trading Strategy Editor — Syntax highlighting, autocomplete, syntax check, with built-in strategy templates Visualization — Candlestick chart (with buy/sell signal markers), equity curve, drawdown curve Save/Load Strategies — Save current strategy locally, load from local files Data Generation Algorithm Uses a GJR-GARCH(1,1) model with Student-t distribution to generate price series, reproducing the stylized facts of financial time series summarized by Cont (2001): ...

I’m sharing an option pricing calculator I built that supports both European and American style options with full Greeks calculation. Features Pricing Models: Black-Scholes for European options, Trinomial tree for American options Full Greeks: Delta, Gamma, Vega, Theta, Rho and more Implied Volatility: Calculate IV from market price Intraday Precision: Supports trading hours and current time for precise DTE calculation Trading Days Mode: Option to use trading days (excludes weekends and holidays) instead of calendar days Dividend Support: Add discrete dividends with ex-dividend dates Holiday Calendar: Customizable holiday list for accurate trading day calculation How to Use Enter the option parameters (trade date, expiry, spot price, strike, volatility, etc.) Choose between Call/Put and American/European style Configure trading hours and holidays if needed Click “Calculate” to get the option price and Greeks Use the “Implied Vol” tab to calculate implied volatility from a market price Try It Out Click the link below to open the calculator: ...