- Calculators
- Advanced Risk & Institutional
🛡️ Advanced Risk & Institutional calculators
VaR attribution, hedging, market-neutral books, pairs trading and factor exposure.
- Marginal, Component VaR & Expected Shortfall AttributionMarginal, component and incremental VaR by position, with expected shortfall attribution and a what-if trade.
- Volatility Targeting CalculatorExposure and position size for a target volatility, plus a look-ahead-free backtest on pasted returns.
- Optimal Hedge Ratio & Futures Hedge CalculatorMinimum-variance hedge ratio, index futures for a target beta, and contract counts for commodity hedges.
- Beta-Neutral & Dollar-Neutral Portfolio CalculatorNet dollar and beta exposure of a long/short book, and the trades that make it dollar- or beta-neutral.
- Pairs Trading CalculatorHedge ratio, spread z-score, Engle-Granger cointegration test and half-life from two price series.
- Factor Exposure & Factor Risk CalculatorMarket, size, value and momentum betas, alpha, and each factor's share of portfolio risk.
- HFT Transaction Cost & Maker-Taker Fee CalculatorMaker rebates, taker fees, clearing, spread capture and adverse selection per day and per share.
- Latency Advantage CalculatorHypothetical win probability, P&L, break-even latency and value per microsecond in a latency race.
- Cross-Exchange Arbitrage CalculatorNet arbitrage profit after fees, slippage and transfer costs, with break-even spread and transit risk.
About these calculators
Institutional risk work goes beyond a single portfolio number. This group attributes value at risk and expected shortfall to individual positions, sizes hedges and volatility targets, builds beta-neutral and dollar-neutral books, tests pairs for cointegration and mean-reversion speed, and measures exposure to market, size, value and momentum factors.
They also cover the cost side of high-frequency and arbitrage trading, where fees and latency decide the outcome.
More calculator groups
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Profit, return, CAGR, volatility, beta and drawdowns for the stocks you hold or plan to buy.
13 calculators - Stock Valuation & Fundamentals
P/E, PEG, DCF, the Graham Number and the ratios analysts use to judge what a share is worth.
14 calculators - Dividends & Income
Yield, income, payout safety, reinvestment and the snowball toward living on dividends.
8 calculators - Trading & Risk Management
Position size, stops, risk-reward, expectancy, Kelly and the maths of surviving losing streaks.
10 calculators - Forex Trading
Pip value, lot size, margin, swaps and session times for currency traders.
9 calculators - Portfolio Management & Performance
Sharpe, Sortino, drawdown, correlation, rebalancing and portfolio optimization.
16 calculators - Options, Futures & Derivatives
Black-Scholes, Greeks, implied volatility and payoff diagrams for common option strategies.
11 calculators - Crypto & Digital Assets
Profit, DCA, liquidation price, funding, staking, mining and impermanent loss.
9 calculators - Bonds & Fixed Income
Yield to maturity, bond prices, duration, convexity, T-bills and bond ladders.
9 calculators - Savings & Compound Interest
Compound interest, APY, savings goals, CDs and how long money lasts.
8 calculators - Budgeting, Salary & Household
Budgets, net worth, debt-to-income, take-home pay and hourly rates.
10 calculators - Loans, Mortgages & Debt
Mortgage and loan payments, amortization, refinancing and debt payoff plans.
16 calculators - Real Estate Investing
Rental cash flow, cap rate, rental yield, IRR, rent vs buy and flipping.
11 calculators - Retirement & FIRE
Retirement savings, withdrawals, FIRE numbers, 401(k), IRA and Monte Carlo odds.
12 calculators - Business Profitability & Operations
Margins, break-even, EBITDA, pricing, working capital and runway.
12 calculators - Corporate Finance & Capital Investment
NPV, IRR, WACC, CAPM, terminal value, startup valuation and dilution.
16 calculators - SaaS, E-commerce & Marketing
CAC, LTV, churn, MRR, ROAS and the unit economics of online businesses.
12 calculators - Taxes, Inflation & Currency
Capital gains, income and sales tax, inflation, real returns and currency conversion.
13 calculators - Quant & Algorithmic Trading
Monte Carlo, deflated Sharpe, overfitting, walk-forward, capacity and execution costs.
10 calculators