Worked examples
Each page runs a tool through several concrete scenarios: the exact inputs, the output the engine returns, and what it tells you. Every number is reproducible in the live tool. Start from the baseline case, then watch what moves.
Risk & portfolio construction 8
- Kelly Sizer Worked Examples
Worked Kelly criterion examples: how win probability and payoff ratio set the optimal bet fraction, and why practitioners scale down to half or quarter Kelly.
4 examples
- Options Greeks Calculator: Worked Examples
Black-Scholes Greeks examples: how moneyness changes delta, gamma and vega for the same underlying, with every price computed from the closed-form.
4 examples
- Options Payoff Calculator: Worked Examples
Option payoff examples: net premium, breakevens, max profit and loss for a call, a spread, a straddle and a short put, priced with Black-Scholes.
4 examples
- Position Sizing Under Edge Variance: Examples
Bayesian-Kelly worked examples: how uncertainty about your edge shrinks the bet below deterministic Kelly. Every fraction computed from the closed-form.
4 examples
- Returns Distribution Analyzer: Examples
Examples reading skew, kurtosis and the Jarque-Bera test on return series. See when a distribution looks normal and when a tail breaks it.
3 examples
- Risk-Adjusted Returns: Worked Examples
Sharpe, Sortino, Omega and Calmar worked examples from short daily return series. See exactly when each ratio agrees and when one quietly breaks.
3 examples
- Sharpe vs Sortino Worked Examples
Worked examples showing when Sharpe and Sortino diverge: same mean return, different volatility shapes. Every number computed from the standard annualized formulas.
3 examples
- VaR Backtest (Kupiec, Christoffersen): Examples
Worked VaR backtest examples: Kupiec coverage and Christoffersen independence tests on exception counts. See the case where the right count still fails.
4 examples
Backtesting & validation 1
- Deflated Sharpe Ratio: Worked Examples
Deflated Sharpe examples showing how backtest trial count haircuts a Sharpe ratio. Same observed Sharpe, more trials, lower chance the edge is real.
4 examples
Market microstructure 3
- Execution Cost Simulator: Worked Examples
Execution-cost examples: how order size, spread and participation set market impact in basis points, computed from a square-root impact model.
4 examples
- Kalshi-Polymarket Arbitrage: Examples
Cross-market arbitrage examples between Kalshi and Polymarket. See how fees and slippage turn a gross edge into the real net edge in basis points.
4 examples
- Statistical Arbitrage Capacity: Examples
Capacity examples for a stat-arb strategy: how alpha, market impact and slippage cap deployable AUM, with every figure from the impact model.
4 examples
AI in markets 8
- Agent Cost Envelope Calculator: Examples
Worked examples sizing an LLM trading agent's monthly cost: tokens per step, steps per loop, markets per day and model choice against a budget envelope.
4 examples
- AI Finance Regulatory Cost: Worked Examples
Compliance-cost examples for an AI finance product across US, UK and EU regimes. Same workload, three jurisdictions, computed setup and annual cost.
3 examples
- Batch vs Realtime LLM Cost: Examples
Batch vs real-time LLM pricing examples for finance jobs. See when the 50 percent batch discount applies and when a tight deadline blocks it.
3 examples
- Earnings Call Summarization Cost: Examples
Worked LLM cost examples for summarizing earnings calls at scale. See annual spend per model for a 50-ticker universe, computed from list pricing.
3 examples
- Financial Document Token Estimator: Examples
Worked token and cost examples for analyzing SEC filings with LLMs. See one-pass and multi-filing synthesis costs per model, computed from list pricing.
4 examples
- Market Data Vendor TCO: Worked Examples
Market-data vendor cost examples ranking vendors by annual cost. See how universe size, resolution and live data flip the cheapest option.
3 examples
- SEC Filing Chunk Optimizer: Examples
RAG chunking examples for SEC filings: how chunk size, overlap and strategy set chunk count, embedding cost and the warnings that flag bad configs.
4 examples
- Token Cost Optimizer: Worked Examples
LLM cost examples for a research loop: how model choice, caching and retries set cost per validated trade idea, computed from list pricing.
3 examples