P(A∩B) = P(A)P(B|A) E[X] = Σx·P(x) Var(X) = E[X²] - (E[X])² Z = (X - μ) / σ χ² = Σ(O-E)²/E F = s₁²/s₂² t = (x̄ - μ)/(s/√n) r = Cov(X,Y)/(σₓσᵧ)
RSI = 100 - 100/(1+RS) MACD = EMA₁₂ - EMA₂₆ %K = (C-L₁₄)/(H₁₄-L₁₄)×100 ATR = (1/n)Σ|H-L| CCI = (TP - SMA)/(.015×MD) Williams %R = (H₁₄-C)/(H₁₄-L₁₄) ROC = (P₁ - Pₙ)/Pₙ × 100 OBV = ΣV × sign(ΔP)
ROE = NI / SE ROA = NI / TA D/E = TD / TE P/E = Price / EPS EV/EBITDA = EV / EBITDA FCF = OCF - CapEx ROIC = NOPAT / IC EPS = (NI - PD) / WAS
σₚ² = w'Σw SR = (Rₚ - Rf) / σₚ β = Cov(Rᵢ,Rₘ) / Var(Rₘ) IR = αₚ / σ(εₚ) VaR = μ - zα × σ ES = E[R | R ≤ VaR] MDD = max(DD) Calmar = CAGR / MDD
PV = FV / (1+r)ⁿ FV = PV × (1+r)ⁿ PMT = PV × [r(1+r)ⁿ]/[(1+r)ⁿ-1] NPV = Σ[CFₜ/(1+r)ᵗ] - I₀ IRR: 0 = Σ[CFₜ/(1+IRR)ᵗ] MIRR = ⁿ√(FVₚ/PVₙ) - 1 PI = PV(CI) / PV(CO) DPP = I₀ / CF̄
C = S₀N(d₁) - Ke⁻ʳᵀN(d₂) P = Ke⁻ʳᵀN(-d₂) - S₀N(-d₁) Δ = ∂V/∂S Γ = ∂²V/∂S² θ = ∂V/∂t ν = ∂V/∂σ ρ = ∂V/∂r λ = ∂V/∂q
Y = α + βX + ε R² = 1 - SSR/TSS β̂ = (X'X)⁻¹X'Y DW = Σ(eₜ-eₜ₋₁)²/Σeₜ² AIC = 2k - 2ln(L) BIC = k·ln(n) - 2ln(L) JB = (n/6)[S² + (K-3)²/4] LM = n·R²
ARIMA(p,d,q) φ(L)Δᵈyₜ = θ(L)εₜ ACF(k) = γₖ/γ₀ PACF = φₖₖ GARCH: σₜ² = ω + αε²ₜ₋₁ + βσ²ₜ₋₁ EGARCH: ln(σₜ²) = ω + α|εₜ₋₁| VAR: Yₜ = Φ₁Yₜ₋₁ + εₜ VECM: ΔYₜ = αβ'Yₜ₋₁ + εₜ
MSE = (1/n)Σ(yᵢ - ŷᵢ)² RMSE = √MSE MAE = (1/n)Σ|yᵢ - ŷᵢ| R² = 1 - SS_res/SS_tot Precision = TP/(TP + FP) Recall = TP/(TP + FN) F1 = 2·(P·R)/(P + R) AUC-ROC = ∫TPR dFPR
RWA = Σ(Aᵢ × RWᵢ) Tier 1 = CET1 + AT1 LCR = HQLA / NCOS NSFR = ASF / RSF PD = P(default) LGD = 1 - RR EAD = CCF × UL + DB EC = EAD × PD × LGD
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QuantPerks.com

Advanced Quantitative Finance Platform

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About the Platform

QuantPerks.com is a comprehensive quantitative finance platform designed to provide sophisticated portfolio analysis and risk management tools. Our platform leverages modern portfolio theory, advanced statistical methods, and real-time market data to deliver actionable investment insights.

The platform serves both individual investors and financial professionals seeking robust analytical capabilities for portfolio optimization and risk assessment.

Key Features

Portfolio Analytics

Advanced portfolio optimization using modern portfolio theory with real-time risk metrics and performance attribution analysis.

Black-Litterman HRP MST Monte-Carlo Risk Analysis Asset Allocation

Market Intelligence

Real-time market data integration with advanced analytics for informed decision-making and trend identification.

Live market data feeds Sector performance analysis Economic calendar integration More coming soon

Risk Management

Comprehensive risk assessment tools including VaR calculations, stress testing, and scenario analysis for robust portfolio management.

Value at Risk (VaR) Monte Carlo simulations Stress testing scenarios Correlation analysis

Quantitative Tools

Advanced mathematical models and algorithms for sophisticated financial analysis and investment strategy development.

Black-Scholes (Coming Soon!) Fixed income analytics Volatility forecasting 2-stage DCF valuation

About the Developer

Nicolae-Filip Stanciu

BSc in Finance, Banking and Insurance. First generation in my family to attend university! MSc in Financial Engineering with expertise in portfolio optimization, risk management, and algorithmic trading. Specialized in developing sophisticated financial models and data-driven investment strategies.

The principle: "Fail cleanly rather than mislead with synthetic data"

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⚠️ Important Disclaimer

👨‍💼 Professional Qualifications

Nicolae-Filip is a CNMV-accredited professional (Comisión Nacional del Mercado de Valores) for mortgages and investments. This platform represents his expertise in portfolio optimization, risk management, and quantitative financial analysis.

Investment Risk Notice: Despite my professional qualifications, all information and tools provided on QuantPerks.com are for educational and informational purposes only. This platform does not provide personalized investment advice, tax advice, or financial planning services. Past performance does not guarantee future results. All investments carry risk of loss, and you should conduct your own research and consult with others qualified financial professionals before making any investment decisions. Consider your financial situation, risk tolerance, and investment objectives carefully. The developers and operators of this platform assume no responsibility for investment decisions made using these tools.

Important: Each investor is responsible for their own investment decisions. Professional qualifications and educational tools do not replace the need for personalized financial advice suited to your individual circumstances. Always invest responsibly and within your means.