Interactive finance laboratory
Playground for Students
Explore quantitative finance concepts in the browser. The tools are designed for teaching, experimentation, and intuition-building—no installation or backend required.
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Volatility Surface Risk Lab
A multi-tab laboratory for shaping the implied-volatility surface, moving PCA factors, simulating Heston and historical scenarios, and tracing each modeling choice into option-portfolio VaR and expected shortfall.
How to use the laboratories
Move one assumption at a time.
- Use Mean-Variance Lab to connect expected returns, covariance, and the efficient frontier.
- Use Vol-Surface Risk Lab to compare market, polynomial, and Heston surface representations.
- Move PCA factors or scenario parameters, then inspect the resulting portfolio loss distribution.
- Compare simulated risk with the documented 2005–2021 out-of-sample backtests.
Open-source classroom tool
Both laboratories are implemented in HTML, CSS, and JavaScript. All live calculations run locally in the browser.
View repositoryRoadmap
A growing collection of finance experiments.
Mean-Variance Lab
Portfolio geometry, the tangency portfolio, and capital allocation.
Vol-Surface Risk Lab
Surface reconstruction, stochastic-volatility scenarios, and risk validation.
Network Finance Lab
Visualize propagation, centrality, and shock transmission in financial networks.