quantmodels.ai
Professional SaaS website
The main institutional interface for product discovery, simulator access, pricing workflows, and client engagement.
Live Model Infrastructure
Institutional quant tooling for pricing, volatility, and risk.
QuantModels.ai gives investment teams a disciplined platform for option valuation, stochastic volatility modeling, and portfolio risk oversight.
Control Room
Cross-asset analytics
Live
Institutions onboarded120+
Derivative scenarios daily8.5M
Latency for pricing refresh<60ms
Architecture
An integrated platform for product discovery and live quantitative execution
QuantModels.ai now combines the professional SaaS website and the live quantitative simulators into one integrated product experience.
Internal simulators
Integrated quant pricing engine
Heston, CIR++, Black-Scholes, and Monte Carlo simulation tools now run directly inside the QuantModels.ai product experience.
QuantModels.ai now hosts the Heston and CIR++ engines directly inside the platform, keeping the experience aligned with the main fintech SaaS interface.
Models
A focused stack for option pricing and institutional risk diagnostics
Each module is designed to be useful on its own and stronger when combined into a single operating layer.
Quant Library
Heston Stochastic Volatility
Calibrate stochastic volatility surfaces with a workflow designed for institutional derivatives desks.
- Fast parameter estimation for liquid and bespoke structures
- Scenario testing across volatility smiles and forward curves
- Internal Monte Carlo simulation directly inside QuantModels.ai
Quant Library
Black-Scholes
Reliable vanilla pricing, Greeks, and hedging analytics packaged in a clean execution layer.
- Option pricing and sensitivity ladders
- Trade blotter integrations for execution support
- Structured outputs for downstream portfolio systems
Quant Library
Monte Carlo Pricing
Pathwise pricing and simulation infrastructure for scenario-driven valuation across structured products and exotics.
- Stochastic path generation across configurable horizons
- Flexible payoff modeling for simulation-based pricing
- Stress-ready outputs for downstream portfolio analysis
Quant Library
Portfolio Management
Construct and optimise NIFTY equity portfolios with mock allocations, diversification analytics, and institutional-style reporting.
- Coverage across NIFTY 50, Next 50, NIFTY 100, and sector universes
- Simple portfolio return, volatility, Sharpe ratio, and drawdown analytics
- Placeholder workflows for efficient frontier, allocation, and risk contribution views
Quant Library
Risk Analytics
Centralize exposure, stress, and liquidity diagnostics for portfolio managers and risk officers.
- Portfolio VaR and stress-testing views
- Factor decomposition and concentration monitoring
- Committee-ready dashboards for oversight teams
Quant Library
CIR++ Interest Rate Model
A shifted short-rate framework for interest-rate simulation and curve-consistent fixed-income pricing workflows.
- Extends Cox-Ingersoll-Ross with a deterministic shift to fit the initial yield curve
- Supports zero-coupon bond pricing and interest-rate derivative analytics
- Useful for scenario generation, calibration, and term-structure aware simulation
Pricing Library
A Python-based stochastic simulation and derivatives pricing engine
QuantModels.ai includes a professional pricing library for teams that need market calibration, simulation, valuation, and risk metrics inside one disciplined stack.
Engine Overview
The Pricing Library pairs a Python-first API with institutional modeling workflows, making it easier to move from market inputs to calibrated models, simulated paths, option prices, and risk diagnostics without fragmenting the stack. Heston and CIR++ simulation now run internally inside QuantModels.ai.
Black-Scholes
Closed-form analytics for vanilla options, benchmark pricing, and hedging workflows.
Heston stochastic volatility
Stochastic-volatility pricing and calibration routines for richer surface dynamics.
Monte Carlo simulation
Path-based simulation engines for scenario generation, exotic payoffs, and stress studies.
Greeks and sensitivities
Delta, gamma, vega, theta, and scenario-based sensitivities for risk oversight.
Calibration tools
Market-fit utilities to align models with observed implied volatility surfaces and term structures.
Python Preview
Heston workflow example
1from quantmodels.heston import HestonModel
2model = HestonModel(...)
3price = model.price_call(...)
Workflow
01
Market Data
02
Model Calibration
03
Simulation
04
Pricing
05
Risk Metrics
Pricing
Simple plans that scale from evaluation to firm-wide deployment
Start with a sandbox, expand into production workflows, and graduate to enterprise controls without replacing your stack.
Free
$0/month
For early exploration and technical evaluation.
- Core model sandbox
- Sample market datasets
- Single workspace access
Professional
$29/month
For independent quants and lean investment teams.
- Full pricing library
- Saved scenarios and exports
- Priority email support
Enterprise
Custom
For regulated firms with workflow, compliance, and scale needs.
- Private deployment options
- SSO, controls, and governance workflows
- Dedicated onboarding and SLAs
About
Built for market practitioners who need precision and trust
QuantModels.ai blends institutional-grade analytics with a product experience that is clean, fast, and governance-aware.
01
Built for asset managers, hedge funds, treasury teams, and institutional advisors.
02
Combines transparent model assumptions with a polished delivery layer for high-trust decisions.
03
Designed to move from exploratory pricing to operational risk workflows without changing tools.
Contact
Speak with our team about live pricing and portfolio analytics
Whether you are evaluating a single model or replacing a fragmented workflow, we can scope the right rollout.
General
research@quantmodels.ai
Sales
enterprise@quantmodels.ai
Coverage
New York, London, Singapore
Enterprise clients can request controlled pilots, private deployment discussions, and solution workshops for treasury, derivatives, and risk teams.