QUANTEDGE
AI TERMINAL v1.0
Offline
Options Pricing
Portfolio
Risk (VaR)
Alpha Signals
Backtest
AI Analyst
Predictive Engine
Server offline — start with:
uvicorn server.app:app --port 8000
Parameters
Spot Price
Strike Price
Risk-Free Rate
Time to Expiry (yr)
Volatility (σ)
Type
Call
Put
Price Option
Pricing Result
—
Call
—
Put
—
Delta
—
Gamma
—
Theta
—
Vega
—
Rho
P&L Payoff
Asset Inputs
Ticker
Return
Risk
×
Ticker
Return
Risk
×
Ticker
Return
Risk
×
Ticker
Return
Risk
×
+ Asset
Optimize
Optimal Allocation
Portfolio Metrics
—
Exp Return
—
Volatility
—
Sharpe
Return Series
Daily returns (comma/newline separated)
Method
Historical
Parametric
Monte Carlo
Confidence
Sample 252d
Analyze Risk
Risk Metrics
—
VaR 95%
—
VaR 99%
—
CVaR 95%
—
CVaR 99%
—
Max DD
—
Mean Ret
Return Distribution
Signal Parameters
Price Series (comma separated)
Lookback
Strategy
Momentum
Mean Reversion
Sample Data
Generate Signals
Signal Output
Index
Price
Signal
Strength
Backtest Configuration
Daily Returns (comma separated)
Strategy
Momentum
Mean Reversion
Buy & Hold
Initial Capital ($)
Lookback Period
Sample 252d
Run Backtest
Performance Summary
—
Total Return
—
Final Equity
—
Max Drawdown
—
Sharpe
Equity Curve
AI Analysis
Analysis Type
Market Commentary
Trade Ideas
Risk Narrative
Symbol
Prices (comma separated)
Timeframe
1 Day
1 Week
1 Month
Holdings (JSON array)
[{"symbol":"AAPL","weight":0.3,"return":0.12},{"symbol":"MSFT","weight":0.25,"return":0.08},{"symbol":"BND","weight":0.2,"return":0.04}]
Market Conditions
Risk Tolerance
Conservative
Moderate
Aggressive
Cash Available ($)
Returns (comma separated)
Portfolio Value ($)
Confidence Level
Demo Data
Analyze
Computed Metrics
AI Analysis
Prediction Parameters
Model
Monte Carlo Forecast
Regime Detection
Bollinger Bands
Prices (comma separated)
Horizon (days)
Simulations
Confidence
Daily Returns (comma separated, min 61)
Window
Vol Threshold
Prices (comma separated)
Window
Std Deviations
Demo Data
Run Model
Model Output
Visualization