QuantFlex — how it works

SIMULATED WALKTHROUGH · NOT A SCREEN RECORDING

QUANTFLEX PRICING TERMINAL FREE TIER

Instrument

American Put

Spot / Strike

100.00 / 110.00

Rate / Div / Maturity

3.0% / 1.0% / 1.0Y

Model

GBMMERTONHESTON

✓ FELLER 2κθ ≥ ξ² (0.36 ≥ 0.16)

RUN ▸

0 PATHSSSE STREAM · SEED 42

0.00

± 0.03 · 95% CI · 500K PATHS

DELTA−0.421

GAMMA0.017

VEGA38.5

THETA−4.12

RHO−45.2

✓ AAD TAPE = JAX = FINITE DIFF
TRIPLE-VERIFIED, EVERY GREEK

EUROPEAN ANCHOR vs CLOSED-FORM BLACK–SCHOLESΔ 2.1e-13 ✓ PASS

CRANK–NICOLSON PDE vs MONTE CARLO3.8bp ✓ PASS

PUT–CALL PARITY · FIXED SEEDS · PARAM GUARDS✓ PASS

Every number can defend itself.

QUANTFLEX · IN DEVELOPMENT · WATCH github.com/ChinmayGit8765/quantflex

A hand-animated simulation of the QuantFlex flow — numbers are illustrative, the correctness story is not. Watch the repo ↗ for the live release.