量化計算器與風險定價工具 · E-E-A-T 透明公式驗證
QuantCalc Tools 機構級金融與風險量化計算器中心
QuantCalc Tools 所有量化工具均在瀏覽器本地確定性運行，完整披露底層數學公式、市場計息慣例（ACT/360 與 ACT/365）及模型邊界假設，數據絕不離開您的終端。
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互動式金融與風險量化計算器目錄
每款計算器均提供即時敏感度階梯表、明確公式推導與邊界條件說明。
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、計息慣例與審慎假設一覽表
透明展示各工具的核心數學恆等式與模型適用限制，便於合規與風控團隊交叉複核。
| 量化工具名稱 | 核心數學公式 | 關鍵審慎假設與邊界條件 | 直達入口 |
|---|---|---|---|
| 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. | 開啟互動式計算器 → |
| 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. | 開啟互動式計算器 → |
| 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. | 開啟互動式計算器 → |
| 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. | 開啟互動式計算器 → |
| 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. | 開啟互動式計算器 → |
| 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. | 開啟互動式計算器 → |
關聯監管核驗、機構評級與開放數據導航
關於金融量化計算器的常見問題（FAQ）
QuantCalc Tools 的量化計算器如何在保證隱私的前提下運行？
所有輸入參數（部位規模、波動率、利率與稅率）均在您的瀏覽器本地記憶體中即時運算，不會向伺服器發送任何交易或持倉數據。
為什麼計算器同時展示公式與模型假設限制？
根據機構級 E-E-A-T 透明度標準，任何量化輸出都依賴於計息基準（如 ACT/360 vs ACT/365）和分佈假設。公開公式便於風控團隊獨立重現結果。
這些計算結果是否構成投資建議或監管背書？
不構成。所有計算結果僅供量化研究與風險參數校準參考，實際交易前請結合持牌機構合約條款與官方監管登記冊進行核實。
免責聲明：本頁量化工具僅供金融工程研究與教育參考，不構成任何投資或交易建議。在做出資金決策前，請務必透過官方監管登記冊獨立核實簽約主體資質。