VOLACTIVITY · V0
QUANTITATIVE
RISK PLATFORM
Vol-targeted portfolio sizing, Monte Carlo path generation, and Black-Scholes option pricing on live market data. Built for thinking about risk, not for executing trades.
CBOE VOLATILITY INDEX (VIX)
CALM
MARKET OVERVIEW
SPY · S&P 500
5D
—
1M
—
QQQ · NASDAQ 100
5D
—
1M
—
GLD · GOLD
5D
—
1M
—
TLT · 20Y TREASURIES
5D
—
1M
—
BTC · BITCOIN
5D
—
1M
—
TOOLS
VOLATILITY TARGETING
Scale position size to hit a target annualized vol. Compares vol-targeted vs buy-and-hold across Sharpe and max drawdown over 5 years of daily data.
Cuts max drawdown ~17% on SPY (5y).
MONTE CARLO SIMULATION
Generate thousands of forward portfolio paths under Normal or fat-tailed (Student-t) returns. Returns percentile bands, VaR/CVaR, and max-drawdown distribution.
5,000 paths over 252 trading days.
OPTIONS PRICER
Black-Scholes price, intrinsic vs time value, and full Greek surface for any equity option. Live IV chain + 4-axis stress-test grid showing sensitivity to spot, vol, time, and strike.
Delta, gamma, theta, vega, rho.