QuantLab Pro brings professional-grade financial mathematics to your phone. All models run entirely on-device β no internet required after download.
π OPTIONS PRICING LAB
β’ Black-Scholes call & put pricer with intrinsic and time value breakdown
β’ Full Greeks β Delta, Gamma, Theta, Vega, Rho for both calls and puts
β’ Implied Volatility solver via Newton-Raphson method
β’ Put-Call parity real-time checker
β‘ HFT MARKET MAKING SIMULATOR
β’ Avellaneda-Stoikov optimal bid/ask quote model
β’ Inventory risk management and quote skewing
β’ 150-path Monte Carlo P&L simulation
β’ Sharpe ratio, max drawdown, win rate output
π MT5 TRADING TOOLS
β’ Kelly Criterion full and fractional position sizing
β’ Position size calculator from risk % and stop-loss pips
β’ Risk/Reward analyzer with break-even win rate
β’ Drawdown recovery calculator
πΏ GHANA COCOA DERIVATIVES RESEARCH
β’ Cost-of-carry futures fair value model
β’ Black-Scholes options on cocoa futures
β’ OLS optimal hedge ratio with R-squared effectiveness
π¬ QUANT TOOLKIT
β’ Hurst Exponent via R/S analysis β trend vs mean-reversion detection
β’ GARCH(1,1) conditional volatility estimation
β’ Ornstein-Uhlenbeck parameter estimation with z-score signal
β’ Sharpe, Sortino, Calmar ratios, VaR and CVaR at 95% confidence
Built by Emmanuel Adutwum β Quantitative Researcher, Software Engineer, ML Engineer & Data Scientist