QuantLab Pro

About QuantLab Pro

QuantLab Pro brings professional-grade financial mathematics to your phone. All models run entirely on-device — no internet required after download.


📐 OPTIONS PRICING LAB
• Black-Scholes call & put pricer with intrinsic and time value breakdown
• Full Greeks — Delta, Gamma, Theta, Vega, Rho for both calls and puts
• Implied Volatility solver via Newton-Raphson method
• Put-Call parity real-time checker

⚡ HFT MARKET MAKING SIMULATOR
• Avellaneda-Stoikov optimal bid/ask quote model
• Inventory risk management and quote skewing
• 150-path Monte Carlo P&L simulation
• Sharpe ratio, max drawdown, win rate output

📊 MT5 TRADING TOOLS
• Kelly Criterion full and fractional position sizing
• Position size calculator from risk % and stop-loss pips
• Risk/Reward analyzer with break-even win rate
• Drawdown recovery calculator

🌿 GHANA COCOA DERIVATIVES RESEARCH
• Cost-of-carry futures fair value model
• Black-Scholes options on cocoa futures
• OLS optimal hedge ratio with R-squared effectiveness

🔬 QUANT TOOLKIT
• Hurst Exponent via R/S analysis — trend vs mean-reversion detection
• GARCH(1,1) conditional volatility estimation
• Ornstein-Uhlenbeck parameter estimation with z-score signal
• Sharpe, Sortino, Calmar ratios, VaR and CVaR at 95% confidence

Built by Emmanuel Adutwum — Quantitative Researcher, Software Engineer, ML Engineer & Data Scientist