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Interactive Financial Applications
Explore our live demonstrations of quantitative finance and market surveillance tools.
Market Microstructure
This is a financial market surveillance demonstration platform. It shows three things in sequence.
First, what a clean market looks like — a live limit order book with no manipulation, so you have a baseline. Second, what manipulation looks like and how to detect it statistically — spoofing, wash trading, and front running, each with its own forensic fingerprint surfaced automatically from member behaviour. Third, real-time anomaly detection on continuous order flow, scoring every order as it arrives.
The platform runs on synthetic data throughout, which means it can be shown to anyone without compliance concerns. The underlying models are grounded in real market microstructure — Hawkes arrival processes, Zero-Intelligence LOB dynamics, Online Isolation Forest scoring, and Kyle’s price impact framework.
Quant Gallery
The Quant Gallery is an interactive quantitative finance tool suite targeting institutional applications. It has five tabs:
- Jäckel Implied Volatility — fast IV solver using LBR and our Larry’s Vollib
- Fast Greeks — option Greeks calculator with algorithmic differentiation
- Hit Probability — barrier/touch probability analytics with heavy-tailed distributions
- Turbulence — financial turbulence index via topological data analysis
- Return Sensitivity — return sensitivity analysis via Jackknifing and delete-d subsampling
Dark Pool Monitor
The Dark Pool Monitor tracks hidden trading activity in Japan’s financial markets. It shows what percentage of Nikkei 225 mini futures trading happens in dark pools — venues where prices and orders are invisible — and who is driving it. Built entirely from public JPX data, it is the only analytical tool that reconstructs Japan’s opaque off-exchange market structure and flags statistically unusual months for surveillance and compliance teams.