Andra Markets

Lab

Interactive quant tools. Change the inputs, watch the result move. Every tool runs in your browser: nothing you enter is sent or stored.

Options

  1. Options payoff diagramPick a strategy and see its profit or loss at expiry, and today, across prices of the underlying.Calculator, runs in your browser
  2. Black-Scholes pricerPrice a European call or put and read its Greeks: how its value moves with the price, time, volatility and rates.Calculator, runs in your browser

Bonds

  1. Bond price and durationPrice a fixed-coupon bond from its yield, and see how much the price moves when the yield does.Calculator, runs in your browser
  2. Yield to maturitySolve for the yield a bond pays from its price, coupon and maturity.Calculator, runs in your browser

Risk & portfolio

  1. Risk and correlationPick companies from the calendar's earnings universe and see how they move together, how volatile each is, and how risky they are as one portfolio.Yahoo Finance closes, calculated in your browser
  2. Two-asset efficient frontierMix two assets and see every combination of risk and return, the lowest-risk mix and the best mix for each unit of risk.Calculator, runs in your browser
  3. Position size and value at riskSize a position from the amount you are willing to lose, and see how much it could lose on a bad day.Calculator, runs in your browser

Valuation & growth

  1. Discounted cash flowValue a business from the cash it is expected to generate, and see how much of the value lies beyond ten years.Calculator, runs in your browser
  2. Compound growthSee how a starting sum and a monthly addition grow at a steady annual return.Calculator, runs in your browser
  3. Real return after inflationSee what a return is worth once inflation, and tax if you set one, have taken their share.Calculator, runs in your browser

A momentum regime backtest is in development. New tools are announced in the daily note.