โœฆ Institutional-grade research, built for every trader

Institutional-Grade Quantitative Research, Simplified.

Everyone should be able to Trade with confidence! Quant Neeti is an advanced analytics platform designed for algorithmic traders, researchers, and financial engineers. Run risk simulations, backtest pricing strategies, and diagnose time series models.

Start Free Research Explore Features
Launch Research Terminal

No credit card required for standard access.

5+

Pricing Models

100%

Global Exchange Auto-Suffixes

< 2s

API Computation Time

Active

Autosave Workspace

Comprehensive Toolkit

Designed for Sophisticated Market Research

Quant Neeti integrates five distinct modules into a unified browser-based interface, enabling rapid research without complex scripting setups.

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Interactive Market Terminal

Access live multi-asset charts, real-time statistical metrics, and run Monte Carlo simulations to model thousands of future price pathways instantly.

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Derivative Valuation Lab

Engineered with industry-standard mathematical frameworks including Black-Scholes, Black '76, Cox-Ross-Rubinstein Binomial/Trinomial trees, and advanced Heston stochastic volatility models.

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Institutional Risk Engine

Measure portfolio risk using Parametric and Historical Value at Risk (VaR), Conditional VaR (CVaR), and simulate extreme stress scenarios to evaluate drawdown resilience.

โœ” Includes Parametric VaR, CVaR, stress testing scenarios.

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Algorithmic Strategy Sandbox

Backtest custom rulesets, model portfolio expectancy curves, optimize position sizing using the Kelly Criterion, and run comprehensive performance attribution analysis.

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Statistical Diagnostics

Analyze asset co-movements and return distributions with unit root tests, ACF/PACF autocorrelation diagnostics, rolling volatility, and cointegration testing for pairs trading.

Onboarding

Three Steps to Quant Insights

Get from data to analytical results within seconds without writing a single line of backend infrastructure code.

01

Select Instrument

Enter any ticker. The smart autocomplete suggests matching companies across global exchanges (NSE, LSE, BSE, NYSE, NASDAQ) and auto-formats the symbols.

02

Adjust Parameters

Configure drift, volatility fallback rates, option strikes, risk horizons, simulations, or mathematical steps. Interactive tooltips explain every single variable.

03

Generate Reports

Analyze production-ready charts, export results, and save configurations. Settings automatically persist to your account so you can resume later.

Flexible Plans

Choose Your Research Capability

Start with our basic free plan or upgrade for higher computational limits, stochastic models, and multi-asset tracking.

Free

$0/month

Basic testing & analysis

  • 2 concurrent tickers
  • 5 dashboard refreshes/day
  • Black-Scholes & Black '76
  • Analytical forecasting
  • Basic workspace saving
Get Started

Elite

$20/month

For professional researchers

  • 200 concurrent tickers
  • 5,000 dashboard refreshes/day
  • Heston & Merton jump-diffusion
  • 100 risk simulations/day
  • 100 strategy backtests/day
  • Priority calculations API
Upgrade to Elite
Support

Frequently Asked Questions

Everything you need to know about the platform, analytical models, and calculations.

How secure and confidential is my proprietary trading research? +
What is the difference between Parametric and Historical VaR? +
Do I need to type the exchange suffix manually? +
Can I customize strategy rules and backtests? +
What models are available for options valuation? +
Is my workspace saved? +

Secure and Confident Quantitative Research

Join researchers worldwide using Quant Neeti to evaluate portfolio risk, option pricing, and statistical cointegration profiles.

Start Your Research Today