Engines
Pricing engines
Generalized Black-Scholes, Black-76, CRR binomial, trinomial, American approximations, Monte Carlo, implied IV, Greeks and path-dependent Monte Carlo.
AI model bench
Bayesian regression, Gaussian process, feedforward neural network, sequence-focused neural network, random-forest ensemble and a regularized linear baseline.
Validation
Run the AI Models section first. This area then shows purged walk-forward folds, out-of-sample metrics, fold stability, feature importance and meta-label confidence.
Consensus
Run AI Models first. This section converts the validation-weighted underlying forecast distribution into future option-value and P/L distributions.
Intraday / 0DTE engine
Separate 1m–60m forecasting pipeline with purged validation, exact expiration date/time, actual calendar-time option repricing, long/short P/L, bid/ask/slippage, future-IV scenarios and optional Yahoo option-chain loading.