QuantLab
V0.1 SHELLEight quantitative modules over one shared dataset workspace. Everything computes in your browser — no server, no market-data account.
Datasets loaded
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Modules scaffolded
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OPTPortfolio OptimizerMean-variance, max-Sharpe, risk parity and the efficient frontier with constraints.PHASE 1RSKRisk DashboardVaR, CVaR, drawdowns, risk decomposition and stress tests for any portfolio.PHASE 2OPXOptions Pricing EngineBlack-Scholes Greeks, Monte Carlo exotics, binomial trees and implied vol.PHASE 3LOBOrder Book SimulatorPrice-time priority matching engine with manual and Poisson flow modes.PHASE 4BKTBacktesting EngineEvent-driven daily backtests with costs, slippage and full performance stats.PHASE 5ARBPairs Trading LabCointegration, hedge ratios, z-score signals and a full pair scanner.PHASE 6FACFactor LabCross-sectional factors, quintile portfolios and information coefficients.PHASE 7MMKMarket Making BacktesterQuote around a simulated mid, manage inventory and sweep the spread-skew grid.PHASE 8QMLQuantum ML & GPUVariational quantum classifier, quantum kernels and GPU-accelerated compute with a CPU fallback.PHASE 9
Shared math library
Statistics, linear algebra with Cholesky and Gauss-Jordan, a seedable random number generator, OLS, ADF and the normal distribution — all checked against known values.