Free tools
Inspect the calculation.
Bayes' theorem calculator →
Find the probability of an event after positive evidence. Enter three percentages for an instant result.
Portfolio variance calculator →
Calculate the volatility and variance of a two-asset portfolio.
Risk of ruin calculator →
Estimate the chance of reaching a loss limit over a set number of trades.
Expected value calculator →
Find the average outcome, variance and standard deviation of a probability table.
Implied volatility calculator →
Find the annualized volatility implied by a call or put option price.
Returns & drawdown →
Calculate compounded performance and the largest decline from a prior peak.
Trading cost sensitivity →
See how turnover and transaction costs change a return path.
Python playground →
Run short Python experiments in the browser.
Probability distribution →
Explore binomial probability and uncertainty.
Monte Carlo →
See how sampling error changes with more draws.
Option pricing →
Compare analytic and simulated European option prices.
CSV data checker →
Check date order, units and missing values locally.