Quant models
Regression, GARCH, Monte Carlo, PCA, correlation, Kelly and risk parity.
CORRCorrelationCorrelation between any two assets through time, as a scatter, as a pairwise heatmap, and as relative performance.
CORRMATCrypto Correlation MatrixA pairwise correlation grid of the top crypto coins by 24 hour volume, on daily log returns.
GARCHGARCH Volatility ModelA fitted GARCH volatility model for one asset: conditional vol through time, a forecast cone, the news impact curve and an optional GJR leverage term.
KELLYKelly CriterionThe growth-optimal bet size from your win rate and payoff ratio, with full, half and quarter Kelly and the growth curve.
MCMonte Carlo SimulationSimulated price paths for one asset under geometric Brownian motion, with a fan chart, the terminal distribution and value at risk.
PCAPrincipal Component AnalysisPrincipal components across the assets you pick: how much variance each factor explains, which assets load on it, and the factors through time.
POSSIZEPosition Size CalculatorTurns "risk N% of my account" into a position size, given your entry and stop.
REGRRegressionA regression workbench: OLS, Ridge, Lasso or stepwise fits with full diagnostics, rolling beta, cointegration and Granger tests.
RISKPARRisk ParityPortfolio weights that make every asset contribute the same share of total risk, compared with an equal-weight portfolio.
SVCORRSpot-Vol CorrelationThe rolling correlation between daily spot returns and daily changes in implied vol (DVOL) for a crypto coin.