Calculators
Small, honest tools for the questions that come up every day. Everything runs in your browser; nothing is sent anywhere.
Black–Scholes pricer & Greeks
Price European calls and puts, see every Greek, and watch the payoff bend as time and volatility change.
S_t = S₀·exp((μ − σ²/2)t + σW_t)Price path simulator
Simulate thousands of geometric Brownian motion paths and read off the odds of hitting a target or a stop.
f* = (bp − q) / bKelly & bet sizing
Find the growth-optimal fraction for a bet or a strategy, and see why half-Kelly is what professionals use.
size = (equity × risk%) / |entry − stop|Position sizer
Turn account size, risk per trade and stop distance into a position you can actually place.
SR* adjusted for N trialsIs my Sharpe real?
Test a backtest Sharpe ratio for significance and deflate it for the number of strategies you tried.
gain to recover = 1/(1 − d) − 1Drawdown & recovery
How deep a hole a loss digs, how long the climb back takes, and how leverage changes both.