Free tools
Calculators for trading and quant interview preparation. No sign-up needed.
Black-Scholes calculator
Call and put prices, all the Greeks and a payoff chart.
Expected value calculator
Outcomes and probabilities in, fair value and a two-way market out.
Kelly criterion calculator
The stake that maximises long-run growth, with half Kelly.
Probability distribution calculator
Normal, binomial and Poisson with charts and range probabilities.