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Catalog · 45 tools

All AI-in-markets tools

Every calculator and reference in one place. Filter by name or category. Each tool runs in the browser; nothing is uploaded.

Calculators

Fractional Kelly Sizer

Size positions with full, half, quarter, or eighth Kelly and stress-test the choice with a drawdown Monte Carlo simulator. Client-side. Private by default.

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Backtest Overfitting Score

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

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Token-Cost Optimizer

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.

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Risk-Adjusted Returns Calculator

Paste a returns CSV. Sharpe, Sortino, Calmar, Omega, alpha, beta, tracking error, information ratio, max drawdown, and tail moments — plus.

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Correlation Matrix Visualizer

Paste a multi-asset returns CSV. See the Pearson correlation heatmap, condition number, average absolute correlation, and eigenvalue concentration.

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Returns Distribution Analyzer

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

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Efficient Frontier Builder

Paste a multi-asset returns CSV. See the Markowitz mean-variance frontier, the minimum-variance portfolio, the max-Sharpe (tangency) portfolio.

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Financial Document Token Estimator

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

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Agent Cost Envelope Calculator

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.

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Batch vs Real-Time Cost Calculator

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.

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Deflated Sharpe Ratio Calculator

Bailey & López de Prado deflated Sharpe — corrects observed Sharpe for selection bias across K trials. Reports deflated Sharpe, PSR (probability of skill).

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Earnings-Call Summarization Cost Calculator

LLM cost per stock per quarter to summarize earnings transcripts across Sonnet, Opus, GPT-5.5, Gemini 2.5 Pro/Flash. Cache-hit-rate aware. Snapshot pricing.

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Sharpe vs Sortino Calculator

Paste daily returns; get Sharpe, Sortino, Calmar, and Omega side-by-side with a recommendation on which ratio fits your distribution.

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Statistical Arbitrage Capacity Calculator

Maximum strategy AUM from signal half-life, daily volume, slippage, fees, and target Sharpe. Square-root impact closed-form.

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Position Sizing under Edge Variance

Bayesian-Kelly bet sizing when your edge is itself uncertain. Compare deterministic Kelly, Bayesian-adjusted, and conservative lower-bound versions.

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Drawdown-Recovery Markov Simulator

Time to recover from an N% drawdown given monthly Sharpe + skew + kurtosis. Cornish-Fisher Monte Carlo, percentile distribution of recovery months.

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Comparators

Directories

Playgrounds

Agent Skill Tester for Markets

Paste a SKILL.md definition + sample input + your Anthropic API key. See structured extraction, token cost, and latency — all in your browser. No signup.

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Prompt Regression Tester

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.

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Hallucination Detector

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

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Order Book Replay Visualizer

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.

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Calibration Dojo

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

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Walk-Forward Validator

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

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Options Greeks Explorer

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

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Price-Blind Research Auditor

Paste a research prompt or agent context bundle. The auditor flags price numbers, directional words, and outcome-leaking phrases that cause LLMs.

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Prompt Injection Tester

Red-team a finance agent against 24 documented prompt-injection attacks — direct override, role confusion, indirect injection via retrieved content.

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Options Payoff Builder

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.

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Pair Trading Cointegration Tester

Paste two price series. Engle-Granger cointegration test: OLS hedge ratio, Augmented Dickey-Fuller on residuals, Ornstein-Uhlenbeck half-life, z-score.

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Execution Simulator

Estimate execution cost in closed form — square-root permanent impact, linear temporary impact, half-spread, and a latency-drift band. See the slippage a naive backtest hides.

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Structured Schema Validator for Finance

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

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Fallback Chain Simulator

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

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Forecast Scoring Sandbox

Paste a forecast stream (probability + outcome) and see Brier score with full decomposition, log loss, reliability diagram, and bootstrap confidence.

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Walk-Forward Validation Visualizer

Paste a strategy returns CSV, get per-window in-sample vs out-of-sample Sharpe and the IS→OOS drop. Rolling and anchored window modes. Browser-only.

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Cointegration Half-Life Solver

Engle-Granger residual ADF + Ornstein-Uhlenbeck half-life from any two price/return series. Hedge ratio, p-value, spread chart. Browser-only.

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VaR Backtest — Kupiec & Christoffersen

Paste P&L + VaR series and run Kupiec POF, Christoffersen independence, and joint conditional-coverage tests. Likelihood-ratio χ² p-values.

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LLM Finance Error Taxonomy

12 documented LLM-on-finance failure modes (hallucinated ticker, stale price, units, currency, off-by-100, fictional source, more). Paste output, see flags.

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Generators