Modules
Pure-function trading analytics for Elixir — discoverable APIs, no processes, no I/O.
Pure-function backtest harness for evaluating trading strategies over recorded JSONL data.
Cash-and-carry basis calculations for spot/perpetual arbitrage.
Cross-venue execution primitives — best price discovery, arbitrage detection, and deterministic non-executing order split planning.
Funding rate analysis functions for perpetual futures.
Portfolio Greeks aggregation and analysis.
Funding rate timing helpers for perpetual futures.
Options-related calculation helpers.
Risk calculation helpers for position analysis.
Market making fundamentals — pure functions for pricing, inventory skew, spread trend analysis, and fill-rate diagnostics.
ZenQuant-specific API manifest builder.
Mean reversion analytics for price series.
Options analytics and aggregation functions.
Summarize pre-fetched option block-trade records.
Builds and enriches canonical option chains from already-fetched payloads.
Deribit option symbol parsing and chain fetching utilities.
Gamma exposure (GEX) wall computation from option chains.
European Black-Scholes-Merton pricing, analytic greeks, and implied volatility.
Terminal risk-neutral probability estimates from vertical option spreads.
Deterministic term structures from normalized option-skew observations.
Structured options briefing over a pre-fetched chain.
Builds sparse implied-volatility surfaces from pre-fetched option chains.
Analytics for near-expiry (0DTE) options where greeks behave non-linearly.
Shared order-book level contract for ZenQuant consumers.
Immutable order lifecycle tracking — pure functions for order state transitions.
Orderflow analytics for trade-level and orderbook data.
Portfolio-level aggregation helpers for positions.
Bitcoin Power Law model calculations.
JSONL snapshot recorder for trading data.
Filtered, unwrapped replay of JSONL-recorded market data.
Position risk analysis for trading systems.
Position sizing calculations for trading systems.
Volatility calculations for trading systems.
WebSocket health monitoring analytics.
Mix Tasks
Exports the ZenQuant API manifest as a static JSON file.