Methodology

Map conviction tiers to fractional Kelly bet sizes with a drawdown Monte Carlo simulator. Client-side. Private by default.

Upload a backtest trade log and compute Probability of Backtest Overfitting (PBO), Deflated Sharpe Ratio, and the odds your edge survives live trading.

Compute the dollar cost of a trading research loop across Claude, GPT, and Gemini. Prompt length × model × retry × call volume → cost per idea and per validated trade.

Paste a returns CSV. Sharpe, Sortino, Calmar, Omega, alpha, beta, tracking error, information ratio, max drawdown, and tail moments — plus a benchmark-relative block when you include one.

Paste a multi-asset returns CSV. See the Pearson correlation heatmap, condition number, average absolute correlation, and eigenvalue concentration — the diagnostics for detecting redundant strategies before you allocate capital.

Paste a returns CSV. Histogram, normal-overlay, QQ plot, skewness, excess kurtosis, Jarque-Bera test, tail-weight index. See why Sharpe alone misleads when your distribution has fat tails.

Paste a multi-asset returns CSV. See the Markowitz mean-variance frontier, the minimum-variance portfolio, the max-Sharpe (tangency) portfolio, and the per-asset weights for each highlighted point. Closed-form solution, client-side.

Paste a 10-K, 10-Q, 8-K or earnings transcript and see token count + one-pass extraction cost across eight frontier LLMs, with cache-hit toggle and context-window fit check.

Model an LLM research loop end-to-end — steps, tool calls, convergence checks, markets per day — and see per-loop, daily, and monthly cost with cost-cap recommendations.

Jobs per day, tokens per job, model, deadline — get real-time vs batch cost side-by-side with savings estimate and batch-eligibility flag. Based on vendor-published batch pricing.

Compute annual cost of market data across Databento, Polygon, Alpaca, Tiingo, FMP, and Alpha Vantage for your exact universe, bar resolution, history depth, and API call volume.

Daily-refreshed scan of arbitrage candidates across Kalshi and Polymarket. Paired contract matching, tax + resolution-risk overlay, no signup. Edge data rendered client-side from static JSON.

Alpaca vs IBKR vs Tradier vs Schwab vs Robinhood — compare auth, rate limits, order types, market data, MCP, and fees before wiring a line of code.

Input task, latency budget, cost budget, context size, and quality sensitivity; get ranked model recommendations with rationale — grounded in published pricing and vendor capabilities, not benchmark scores.

Paste a SKILL.md definition + sample input + your Anthropic API key. See structured extraction, token cost, and latency — all in your browser. No signup, key never leaves the page.

Run the same prompt against multiple models (Claude 4.5/4.6/4.7, GPT-5, Gemini 2.5) with your own keys. Diff outputs, score drift, catch regressions before they hit your production agent.

Paste a source document + an LLM's extraction. Every numeric claim in the output is checked against the source. Client-side. Catches silent fabrication before it ends up in your pipeline.

Drop a Level-2 CSV and watch the book reconstruct tick by tick. Animated depth bars, best bid/ask, spread over time. Understand microstructure before you design your strategy.

Train your probabilistic intuition. Answer binary forecasting questions at any confidence level; track Brier score and reliability curve over time. All state stored locally.

Upload a returns CSV. Rolling or expanding IS/OOS windows, per-window Sharpe, walk-forward efficiency, and a concatenated OOS equity curve. Catches regime decay that PBO alone misses.

Black-Scholes pricer + live Greeks visualizer. Drag spot, strike, vol, DTE, rate, dividend yield — see delta, gamma, theta, vega, rho update with the payoff curve. Call + put.

Paste a research prompt or agent context bundle. The auditor flags price numbers, directional words, and outcome-leaking phrases that cause LLMs to retroactively rationalize positions. Builds a price-blind research boundary.

Red-team a finance agent against 24 documented prompt-injection attacks — direct override, role confusion, indirect injection via retrieved content, jailbreak patterns, tool-call hijack. BYO key; runs client-side against your live model.

Build 1–4 leg option strategies. Pick call/put, long/short, strike, and contracts. See the at-expiry payoff diagram, break-even points, maximum profit and loss, and the aggregated Greeks at current spot. Presets for straddle, strangle, iron condor, spreads, butterfly.

Paste two price series. Engle-Granger cointegration test: OLS hedge ratio, Augmented Dickey-Fuller on residuals, Ornstein-Uhlenbeck half-life, z-score time series with configurable entry/exit bands. Everything client-side.

Model realistic order fills — square-root market impact, linear temporary impact, latency jitter, partial fills, and queue position. See the real cost of your trade size before you route it.

Paste LLM JSON output and validate against four pre-built finance schemas — research output, trade decision, risk snapshot, peer comparison — with sanity checks on unit and GAAP basis.

Define a provider fallback chain, simulate rate-limit and latency failures, and see p50/p95/p99 latency, success rate, total cost, and degradation-event distribution.

Paste a forecast stream (probability + outcome) and see Brier score with full decomposition, log loss, reliability diagram, and bootstrap confidence intervals. Works on any prob + binary outcome CSV.

Pick your data source, LLM, broker, storage, risk engine, and logger. Get a Mermaid architecture diagram, a starter repo scaffold (ZIP), and a list of open-source integrations that actually compose.

Generate synthetic price series — geometric Brownian motion, GARCH(1,1) with volatility clustering, regime-switching bull/bear, or copula-linked correlated pairs. Download CSV/JSON. For backtest scaffolding when you cannot share real data.

Pick a filing archetype, tune chunk size and overlap, and see chunk count, embedding cost, and structural-boundary warnings across three chunking strategies.

Security-graded catalog of finance MCP servers — Alpaca, Polygon, Databento, IBKR, Tradier, Tiingo, NautilusTrader. Scope, auth, idempotency, transport, schema quality, all in one place.