Precision math for position sizing, bond duration, Black-Scholes, VaR and more. Built for the .bond era — zero backend, pure quant, Bloomberg-grade UX.
Multi-asset sizing, leverage gauge, R:R bar, margin required.
E=(W×AvgWin)−(L×AvgLoss) + Kelly & Monte Carlo.
Newton-Raphson YTM, Macaulay/Modified, DV01 & curve shock.
Non-linear recovery curve + risk of ruin simulator.
Daily compounding, split payout, log scale & CSV export.
Isolated/Cross, flash-crash simulator, distance gauge.
Δ Γ Θ Vega Rho + P&L payoff with breakeven.
Classic, Fib, Camarilla, Woodie, DeMark + Fib extensions.
Daily swap credit/debit, APY, breakeven pip buffer.
Parametric 95/99%, diversification benefit, correlation heatmap.