量化计算器与风险定价工具 · E-E-A-T 透明公式验证
QuantCalc Tools 机构级金融与风险量化计算器中心
QuantCalc Tools 所有量化工具均在浏览器本地确定性运行，完整披露底层数学公式、市场计息惯例（ACT/360 与 ACT/365）及模型边界假设，数据绝不离开您的终端。
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交互式金融与风险量化计算器目录
每款计算器均提供实时敏感度阶梯表、明确公式推导与边界条件说明。
CAGR calculator
Compound annual growth rate between two values, with a year-by-year projection.
CAGR = (Ending value ÷ Starting value)^(1 ÷ Years) − 1
FX forward rate calculator
Forward exchange rate and forward points from spot and two interest rates (covered interest parity).
Forward = Spot × (1 + r_quote × days ÷ basis_quote) ÷ (1 + r_base × days ÷ basis_base)
Value at Risk (VaR) calculator
Parametric VaR and Expected Shortfall for a position, at 95% or 99% confidence.
σ_horizon = σ_annual × √(days ÷ 252)
SOFR overnight compounding & carry calculator
Daily compounded SOFR in arrears (ACT/360), effective annual yield and net levered carry.
Compounded factor = (1 + (SOFR + spread) ÷ 360)^days − 1
Kelly criterion optimal fraction calculator
Full, Half and Quarter Kelly position sizing, expected edge and geometric log growth rate.
f* = p − (1 − p) ÷ b, where b = Average win ÷ Average loss
Sharpe & Sortino ratio benchmark calculator
Risk-adjusted performance across Sharpe ratio, Sortino downside ratio and Information ratio.
Sharpe ratio = (R_p − R_f) ÷ σ_total
量化模型公式、计息惯例与审慎假设一览表
透明展示各工具的核心数学恒等式与模型适用限制，便于合规与风控团队交叉复核。
| 量化工具名称 | 核心数学公式 | 关键审慎假设与边界条件 | 直达入口 |
|---|---|---|---|
| CAGR calculator | CAGR = (Ending value ÷ Starting value)^(1 ÷ Years) − 1 | CAGR ignores the timing of deposits and withdrawals. If you added or removed money during the period, use a money-weighted return (IRR) instead. | 打开交互式计算器 → |
| FX forward rate calculator | Forward = Spot × (1 + r_quote × days ÷ basis_quote) ÷ (1 + r_base × days ÷ basis_base) ; Forward points = Forward − Spot | Uses simple interest for periods up to a year, as in the money market. Longer tenors are normally priced off swap curves. | 打开交互式计算器 → |
| Value at Risk (VaR) calculator | σ_horizon = σ_annual × √(days ÷ 252) ; VaR = Position × z_α × σ_horizon ; Expected Shortfall = Position × σ_horizon × φ(z_α) ÷ (1 − α) | Assumes normally distributed returns with zero mean. Real returns have fatter tails, so parametric VaR tends to understate extreme losses. | 打开交互式计算器 → |
| SOFR overnight compounding & carry calculator | Compounded factor = (1 + (SOFR + spread) ÷ 360)^days − 1 ; Annualised SOFR (ACT/360) = Compounded factor × (360 ÷ days) ; Net carry = Notional × Asset yield × (days ÷ 365) − Notional × Compounded factor | Uses a constant daily SOFR rate across the holding window; actual ARRC / ISDA settlements compound each business day’s published NY Fed fix with weekend weights. | 打开交互式计算器 → |
| Kelly criterion optimal fraction calculator | f* = p − (1 − p) ÷ b, where b = Average win ÷ Average loss ; Expected edge = p × b − (1 − p) ; Expected log growth g(f) = p × ln(1 + f × b) + (1 − p) × ln(1 − f) | Assumes independent, identically distributed trials with known win probability and payoff odds. | 打开交互式计算器 → |
| Sharpe & Sortino ratio benchmark calculator | Sharpe ratio = (R_p − R_f) ÷ σ_total ; Sortino ratio = (R_p − R_f) ÷ σ_downside ; Information ratio = (R_p − R_b) ÷ Tracking error | All return and volatility inputs are annualised on the same time basis. | 打开交互式计算器 → |
关联监管核验、机构评级与开放数据导航
关于金融量化计算器的常见问题（FAQ）
QuantCalc Tools 的量化计算器如何在保证隐私的前提下运行？
所有输入参数（头寸规模、波动率、利率与税率）均在您的浏览器本地内存中实时运算，不会向服务器发送任何交易或持仓数据。
为什么计算器同时展示公式与模型假设限制？
根据机构级 E-E-A-T 透明度标准，任何量化输出都依赖于计息基准（如 ACT/360 vs ACT/365）和分布假设（如正态分布与尾部风险）。公开公式便于风险团队独立复现结果。
这些计算结果是否构成投资建议或监管背书？
不构成。所有计算结果仅供量化研究与风险参数校准参考，实际交易前请结合持牌机构合同条款与官方监管登记册进行核实。
免责声明：本页量化工具仅供金融工程研究与教育参考，不构成任何投资或交易建议。在做出资金决策前，请务必通过官方监管登记册独立核实签约主体资质。