quantoracle-cli

63 quant computation tools in your terminal. Zero dependencies.

npm install -g quantoracle-cli

Or run without installing:

npx quantoracle-cli bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25

Quick Start

# Black-Scholes with 10 Greeks
quantoracle bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25

# Kelly criterion
quantoracle kelly --win-rate 0.55 --avg-win 120 --avg-loss 100

# Monte Carlo simulation
quantoracle mc --value 80000 --return 0.10 --vol 0.18 --years 2

# Implied volatility
quantoracle iv --spot 195 --strike 200 --expiry 0.5 --price 12.50

# Bond pricing
quantoracle bond --coupon 0.05 --ytm 0.04 --years 10

# CAGR
quantoracle cagr --start 80000 --end 120000 --years 3

# Liquidation price
quantoracle liq --entry 50000 --collateral 5000 --size 50000 --leverage 10 --direction long

JSON Output

Pipe to jq for scripting:

quantoracle bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25 --json | jq '.greeks.delta'

quantoracle kelly --win-rate 0.55 --avg-win 120 --avg-loss 100 --json | jq '.half_kelly'

Data Input

# Inline comma-separated
quantoracle stats sharpe --returns "0.01,-0.005,0.008,-0.012,0.015"

# From file (one value per line)
quantoracle risk portfolio --returns @returns.txt

# CSV file (header = asset names, columns = returns)
quantoracle optimize --file portfolio.csv

All Commands

| Category | Commands | |----------|----------| | Options | price (bs), iv, strategy, payoff | | Derivatives | binomial, barrier, asian, lookback, parity, chain, volsurf | | Risk | portfolio (risk), kelly, size, drawdown, correlation, var, stress, txcost | | Indicators | technical (ta), regime, crossover, bollinger, fibonacci, atr | | Stats | regression, poly, cointegration, hurst, garch, zscore, distfit, corrmatrix, realvol, normal, sharpe, psharpe | | Portfolio | optimize, riskparity | | Simulate | mc | | Fixed Income | bond, amort, yieldcurve, credit | | Crypto | il, apy, liquidation (liq), funding, slippage, vesting, rebalance | | FX | irp, ppp, forward, carry | | Macro | inflation, taylor, realyield | | TVM | pv, fv, irr, npv, cagr |

Global Flags

--json          Raw JSON output (for piping)
--api-key KEY   API key (or QUANTORACLE_API_KEY env var)
--url URL       Override API base URL
--verbose       Show request/response details
--no-color      Disable colors

Scripting Examples

# Backtest loop
for month in jan feb mar apr; do
  returns=$(cat returns_${month}.csv | tr '\n' ',')
  quantoracle kelly --returns "$returns" --json | jq '.half_kelly'
done

# Portfolio scan
for mode in max_sharpe min_vol risk_parity; do
  echo "=== $mode ==="
  quantoracle optimize --file returns.csv --mode $mode
done

# Conditional trade sizing
rsi=$(quantoracle ta --prices "$(cat spy.txt | tr '\n' ',')" --json | jq '.rsi')
if (( $(echo "$rsi < 30" | bc -l) )); then
  quantoracle size --account 80000 --entry 440 --stop 430
fi

Pricing

1,000 free API calls/day. After that, x402 micropayments (USDC on Base): $0.002-$0.015/call.

Links

• API: https://quantoracle.dev
• GitHub: https://github.com/QuantOracledev/quantoracle
• MCP Server: npm install -g @quantoracle/mcp-server